Recent content by hooknows

By using the mean and standard deviation, do you mean for each data point that I'm interested in? For instance, if I know the mean and standard deviation for monthly returns from my sample data, I would just run the simulations off of these 2 components. And repeat for other data points, like...

What is the correct (or more statistically correct) way to perform Monte Carlo simulations... 1) randomly resample list of trade outcomes 2) resample the daily equity changes I'm trying to understand the best way to run Monte Carlo simulations on out of sample data to get a range of...