Results for "monte carlo"
Blogs
High Performance Monte-Carlo Based Option Pricing on FPGAs
http://www.engineeringletters.com/issues_v16/issue_3/EL_16_3_24.pdf4078 days ago
Why all those complex Artificial intelligence models fail predicting the markets?
...ex learning paradigms can beat the buy and hold on one hand and the simple linear regression on the other. Most of the time they can't pass the Monte Carlo simulations.If that was not t...4444 days ago
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Bookmarks
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...4482 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.4498 days ago
Files
Monte Carlo analysis for trading results for system risk control for real newbies
...an article that I wrote about Monte Carlo analysis of trading results f...? You shake it. And that is a Monte Carlo simulation" Sam Savage,...within 3.1%.Practical use of Monte Carlo simulation for tradersSo what...ar.The main limitation of the Monte Carlo analysis are that if yo...4470 days ago
Monte Carlo for machine learning
Yep, this machine should learn the market, for precit new value4762 days ago
Discussion topics
- ...answer to that question what is the system critical drowdown are the Monte Carlo simulations:Check a very simple article explaining this.http://www.fxhackers.com/2012/11/monte-carlo-simulation-for-trading.html
4428 days ago
Comments
Comment on "Method Monte Carlo based EA"
...l" reoptimization should allow the initial state of the system to run as is for much more extended periods than it appears is being done in the monte-carlo based EA. When strategies are...4761 days ago
Comment on "Method Monte Carlo based EA"
...l" reoptimization should allow the initial state of the system to run as is for much more extended periods than it appears is being done in the monte-carlo based EA. When strategies are...4761 days ago
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