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...4418 days ago
Trading strategies: using computing simulation to maximize profits and to control risk
.... Sanders addresses the topics of probability, marble game and MonteCarlo simulation. He has also desig...for free (this is the bookmark link). This book also talks about the Monte Carlo analysis of trades.4434 days ago