【文件属性】：
文件名称：Monte-Carlo Evaluation of Trading Systems
文件大小：494KB
文件格式：PDF
更新时间：2012-12-16 16:20:37
TradingSystem, MonteCarlo, Finance
This document will tell you how to evaluate trading systems with monte carlo method. from basic concept to detailed c code.
网友评论
- interesting working paper on monte carlo method for trading system evaluation (sample code is in c). It will be very interesting to see a revised version with modern coding examples (such as c++, java or R).