

حمایت شده
This story was originally published on HackerNoon at: https://hackernoon.com/using-monte-carlo-simulation-for-algorithmic-trading.
Monte Carlo Simulation is a statistical technique that injects randomness into a dataset to create probability distributions.
Check more stories related to finance at: https://hackernoon.com/c/finance. You can also check exclusive content about #algorithmic-trading, #trading-strategies, #monte-carlo, #monte-carlo-simulation, #automated-trading, #trading-algorithms, #algo-trading, #algo-trading-tools, and more.
This story was written by: @buildalpha. Learn more about this writer by checking @buildalpha's about page, and for more stories, please visit hackernoon.com.
Monte Carlo Simulation is a statistical technique that injects randomness into a dataset to create probability distributions for better risk analysis and quantitative decision-making. Algo traders use Monte Carlo simulations to determine how much luck was involved in a strategy’s backtest and if future performance is likely to look like past performance. Monte Carlo Simulations help better simulate the unknown and are typically applied to problems that have uncertainty such as: trading, insurance, options pricing, games of chance, etc. The goal is to gain a better understanding of all the possible outcomes and potential minimum and maximum values a trading strategy can experience.
143 قسمت
This story was originally published on HackerNoon at: https://hackernoon.com/using-monte-carlo-simulation-for-algorithmic-trading.
Monte Carlo Simulation is a statistical technique that injects randomness into a dataset to create probability distributions.
Check more stories related to finance at: https://hackernoon.com/c/finance. You can also check exclusive content about #algorithmic-trading, #trading-strategies, #monte-carlo, #monte-carlo-simulation, #automated-trading, #trading-algorithms, #algo-trading, #algo-trading-tools, and more.
This story was written by: @buildalpha. Learn more about this writer by checking @buildalpha's about page, and for more stories, please visit hackernoon.com.
Monte Carlo Simulation is a statistical technique that injects randomness into a dataset to create probability distributions for better risk analysis and quantitative decision-making. Algo traders use Monte Carlo simulations to determine how much luck was involved in a strategy’s backtest and if future performance is likely to look like past performance. Monte Carlo Simulations help better simulate the unknown and are typically applied to problems that have uncertainty such as: trading, insurance, options pricing, games of chance, etc. The goal is to gain a better understanding of all the possible outcomes and potential minimum and maximum values a trading strategy can experience.
143 قسمت
Player FM در سراسر وب را برای یافتن پادکست های با کیفیت اسکن می کند تا همین الان لذت ببرید. این بهترین برنامه ی پادکست است که در اندروید، آیفون و وب کار می کند. ثبت نام کنید تا اشتراک های شما در بین دستگاه های مختلف همگام سازی شود.