Monte Carlo Trading Simulator Strategy

Discussion in 'Trading' started by high-performance, May 16, 2020.

  1. never2old

    never2old

    with a better than 50% win rate (thinking Jim simons 50.75%) each placed bet/trade must be the same amount or on the wins the bet was higher on the losing trade/bets the wager was a less a amount.

    traders like casino bet's do not place the same wager each & every bet/trade & therefore likely lose.

    doesn't matter if its 500, 1000, 10,000 if the outcome is better than 50% with each trade/wager/bet exactly the same amount .... then monte carlo or whatever predictor system out there might work.

    on the coin flip, someone on another thread mentioned the heads side of the coin is heavier, so, bet tails up.

    yet to see a system that can predict better than 55% win rate on a trade of 1000 trades placed before the win... easy saying 'see I told you so after the fact - the system/charts were right.

    market trades are bets

    quote the zuckerman book on simons: “We’re right 50.75 percent of the time… but we’re 100 percent right 50.75 percent of the time. You can make billions that way” (pg 272)
     
    Last edited: May 17, 2020
    #11     May 17, 2020
  2. The work is finding those 100 -500 trades to trade for your particular account size and strategy. which is the difficult part of any trading system. You would have to trade lots of products to find the 100 or 500 trades.
     
    #12     May 17, 2020
    never2old likes this.