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Monte Carlo Simulation

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  #1  
Old 30th January 2007, 02:26 PM
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Default Monte Carlo Simulation

@all,

in my opinion you can optimize strongly your trading system development process using monte carlo simulation methods. This includes chance evaluation, risk analysis and validation of trading systems.

I've currently written a contribution in the german journal Traders', which is also translated and published in the Traders' UK redaction (Februray 2007: "Strengthening Trading Systems with Monte Carlo Simulations" -I don't know whether you can get the jounal even outside UK, but here's the link to their UK Website: http://www.traders-mag.co.uk/ ).

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zentrader
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Old 30th January 2007, 04:04 PM
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Default Re: Monte Carlo Simulation

oh great work!

can you please share this paper with us?
I am very much interested as I, myself had done some work on Monte Carlo simulation for risk based enginering design.

Do you have computer program for this?

thanks,
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  #3  
Old 30th January 2007, 04:54 PM
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Default Re: Monte Carlo Simulation

hi,

you can find additional information and software on my website ( http://www.zentrader.de/html/interna..._english_.html ).

Traders' magazine have the rights for the article, so I can't put it in. Perhaps it will be free readable, if you register on their website...

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zentrader
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Old 30th January 2007, 05:34 PM
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Default Re: Monte Carlo Simulation

Is there any downloadable demo available ?
I'm curious to know how does this software works?
I registered on the website but couldn't find the paper. Can you please provide the link?
thanks,
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  #5  
Old 30th January 2007, 06:58 PM
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Default Re: Monte Carlo Simulation

@newbie,

demo software you can find here:
http://www.zentrader.de/html/support1.html

additional information here:
http://www.zentrader.de/html/monte_c...imulator1.html

Traders' UK has the article currently published only in the printed magazine. You can find it here (or later via search in the archive), after released online:
http://www.traders-mag.co.uk/traders_aktuelle_art.php

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zentrader
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Old 22nd February 2007, 11:46 PM
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Default Re: Monte Carlo Simulation

...if you are still interested:

my Monte Carlo Simulation article in Traders', February 2007 UK issue is now available on my website:
http://www.zentrader.de/mcs_article_traders2007.pdf

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zentrader
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