Monte-Carlo Evaluation of Trading Systems

时间：2012-12-16 16:20:37
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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.

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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).

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