Monte Carlo simulation
- Thread starter indahook
- Start date
For what it's worth, I've done simple MC simulations in excel without programming at all.
Just import all the trades in one column. Copy to column 2 and randomize the entries, ditto for column 3.
Simply draw the equity curves for the summed columns. Gives a pretty good idea of how things could look if you have 10 columns
Just import all the trades in one column. Copy to column 2 and randomize the entries, ditto for column 3.
Simply draw the equity curves for the summed columns. Gives a pretty good idea of how things could look if you have 10 columns
MCS became more popular by traders and it seems one of the analysis a trader should do before investing serious money into a system. There are surely several options out there and I have used and tried many some time back. We have just published MC-Lab and you can find more information here: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=MCLab.htm
What I like here is that it is nicely integrated and is very easy to use. As allways you can easily load the trades or/and the equity curve of the whole portfolio and perform various methods of MCS.
What I like here is that it is nicely integrated and is very easy to use. As allways you can easily load the trades or/and the equity curve of the whole portfolio and perform various methods of MCS.
What do you think of prosizer?
Michael B.
Michael B.
Sorry to report that I still have not started using Prosizer despite good intentions. Ran like a brick wall into the holidays and still sorting out the new computer, router, transfering eSignal preferences and Jurik subscription, etc.
It is on my short list though, something I think still holds promise.
And you?