Monte Carlo

Discussion in 'Strategy Building' started by indahook, Oct 24, 2003.

  1. I just got the new issue of TAOSAC yesterday and found the article on Monte Carlo simulation very interesting. Was wondering if anybody uses excel to run these simulations?

    Every trader should read this article
  2. I attended a Tradestation User group meeting here in N. Cali that had an excellent presentation on using the Monte Carlo system to get a probability of "if this happens in "this" situation what could a possible outcome be?" or to "test" different probabilities. I am not good at statistical analysis but I clearly saw how for someone (smarter than I and thats not a high bar) this could be a truly useful tool, especially system designers.

    Nice thread!

    rttrader1 -
  3. Very nice..the article had the Monte Carlo code for TS. But not for AIQ systems which I use. I was impressed mainly because it just strengthend my view that money management is 90%+ of the game.
  4. Can anyone post the code or tell me where I can find it pls?


  5. If you are a subscriber to stocks and commodities mag they have it in the subscribers section. You can cut and paste it right from the site.