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Dans un courrier daté du 25/08/98 20:33:31 , vous avez écrit :
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dkomo wrote:
> The amount of information contained in a performance analysis of a single
> historical run is miniscule compared to what can be obtained from inputting
> the profits and losses from that run to a Monte Carlo simulation.
Is there commercial software that will do this?
--
Dennis
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This tool was devised in a recent TS EXPRESS issue, and the code published.
Bill Brower, Editor, also proposes a commercial version of the Monte Carlo
simulation for TradeStation
See his web site
http://www.insideedgesystems.com
Sincerely,
Pierre Orphelin
www.sirtrade.com
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