Posts Tagged ‘system evaluation’

One Size Doesn’t Fit All: Taking Care of Explicit Correlations in Monte Carlo Simulations

An Asirikuy members sent me an email a few days ago asking about the use of Monte Carlo simulations in Forex trading when systems do not have  a single open position but have multiple positions open at the time, potentially with time related correlations between positions. The question came as this user was interested in […]

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