|
PureBytes Links
Trading Reference Links
|
Brian
Thanks for taking the time to provide such an in-depth response. I
will certainly look through the sites you suggested. Yes, I'm sure,
like many things, a new or at least modified perspective is needed -
I can see the MCS concept is very tactile.
Good trading,
Bernard
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z321" <brian_z321@xxx>
wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "bernardedmond01"
> <bernardedmond01@> 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.
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|