Monte-Carlo Method for Trading System Evaluation in C
Monte-Carlo Evaluation of Trading Systems
This document will guide you through evaluating trading systems using the Monte Carlo method. The process starts with the basic concepts of the method, followed by detailed C code implementations to simulate and evaluate the performance of different trading strategies. Key topics include generating random variables, simulating multiple trading scenarios, and calculating the risk and profitability of trading systems through repeated simulations.
Key Points:
- Introduction to Monte Carlo simulations for trading systems
- Practical implementation with C code
- Evaluating risk and return across multiple simulated trading paths
This approach helps determine the robustness of a trading system, especially in uncertain market conditions.
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