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MonteCarlo Evaluation of Trading Systems

上传者: 2019-09-05 09:08:48上传 PDF文件 494.24KB 热度 24次
Thisdocumentwilltellyouhowtoevaluatetradingsystemswithmontecarlomethod.frombasicconcepttodetailedccode.
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码姐姐匿名网友 2019-09-05 09:08:48

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).