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i have avoided asking this question, in the hope of finding an answer before
i found it necessary to reveal my ignorance...but, would someone explain
what the hell Monte Carlo (in respect to trading) is?
----- Original Message -----
From: "Charles Johnson" <cmjohnsonxx@xxxxxxxxx>
To: "Mark Brown" <markbrown@xxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Sunday, April 13, 2003 1:00 PM
Subject: RE: Re[2]: Available Portfolio testing programs for TS2000i
> Leslie's point about compounding and specific historical trade sequences
> distorting results seems to be well taken, and Monte Carlo simulation does
> sound like a good way to avoid such problems.
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