Re: Article on Monte Carlo Analysis of equity curves

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Christian writes:
  >
  > I am also constantly thinking about applying Monte-Carlo
  > simulation on a trading model which is based on a
  > portfolio of markets.  This is IMO very hard because
  > the various markets are or could be intercorrelated
  >

I wonder whether you've read the whole article
all the way to the end?  I think you may find
Section II. particularly relevant to the concern
above, especially Figures 4 through 7.  Take a
look and see what you think.