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PureBytes Links
Trading Reference Links
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I use a Monte Carlo Simulator that comes with the CSI data service.
I find it very useful for position sizing (e.g., Optimal f).
A decent explanation of Monte Carlo use in position sizing can be
found on the net at
http://www.breakoutfutures.com/MCConsole.html
where Michael Bryant is selling a (relatively) cheap program to do
it. I do not own or use his product, I'm just including the link if
you want to explore further.
--- In equismetastock@xxxxxxxxxxxxxxx, "metastockuser"
<metastockuser@xxxx> wrote:
> I understand that a Monte Carlo Simulator might help in system
> development.
>
> I was curious as to whether anyone here uses a monte carlo simulator
> in their trading development and exactly what value they feel it
adds
> to the process?
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