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  • Monte Carlo Permutation Evaluation of Trading Systems

    This document is copyright 2006 Timothy Masters. Reproduction in any form isforbidden unless written permission is obtained from the author. The algorithms andcomputer code presented in this document are provided without warranty of any sort.Errors and omissions are possible, and the author does ...

    Tags: monte carlo

    4208 days ago

  • Trading strategies: using computing simulation to maximize profits and to control risk

    This is a free e-book from Larry C. Sanders from his website tradelabstrategies.com. On this discussion forum you can read an interesting discussion about it. Larry C. Sanders  addresses the topics of probability, marble game and MonteCarlo simulation. He has also designed a software progra...

    Tags: monte carlo, risk control, trading systems, optimization

    4224 days ago