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PureBytes Links
Trading Reference Links
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--- In amibroker@xxxxxxxxxxxxxxx, "bernardedmond01"
<bernardedmond01@xxx> wrote:
>
> Hi All
> I want to get the basics for starting my own Monte Carlo testing.
> There are 346 messages on here relating to MC. Can anyone point me in
> the direction of the starting line please? What should I look at/use
> first?
Bernard,
Howard covers MCS applications in his QTS book from an AmiBroker
perspective.
To get the best value from that discussion a general knowledge of MCS,
as applied to trading, and Stats101 would be an advantage.
The net has a lot of material on MCS but it is mainly business or
academically biased.
Traders who give a full a to z exposition on trading applications are
hard to find; I'm still looking.
I have 200-300 trading books here and while many reference MCS they are
not what I would call an MCS for traders training manual.
I still have some unresearched leads from previous posts in this forum
so when I read those books I will report back if I hit the jackpot.
To gain some practical experience you can't beat trading software,
especially if it is surviving software.
Developers have to apply the theory so they have to screw the theory
down before writing it into their programs.
Here's some MCS software sites that have been around for >3 years.
Scratch around for downloadable manuals, docs etc.
A Larry Sanders PDF is at the tradelabstrategies site.
Compuvision PDF manual is at their site in downloads>tradesim downloads.
In the tradesim manual only 1 or 2 chapters are general knowledge MCS
but some of the example screenshots also help to get a feel for what
MCS is all about.
As Howard intimates it is a *way of thinking* and requires learning to
accept probability as a trading reality.
Not unlike the shift in mindset that physicists undergo when they move
from Newton to Einstein.
MCS sites:
http://www.compuvision.com.au/
http://www.tradelabstrategies.com/
http://www.portfolioriskanalysis.com/
http://www.adaptrade.com/montecarlo.htm
There are also some Xcel plugins around but they are mostly business
project orientated.
There is also an MCS Xcel file in our group files section.
Here are some links for those new to stats; maybe not the best possible
stats help but better than nothing.
http://www.itl.nist.gov/div898/handbook/index.htm
http://www.ruf.rice.edu/~lane/rvls.html
http://www.stats.gla.ac.uk/steps/glossary/alphabet.html
http://www.statsoft.com/textbook/stathome.html
Brian.
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