Thread: Monte Carlo analysis with strange results

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  1. #1
    CHIRPhim
    Guest

    Default Monte Carlo analysis with strange results

    Monte Carlo analysis with strange results

    preliminary testing only looks at one particular instance of an infinite number of random walk paths. It is by no means conclusive. A system will probably generate multiple buy signals on the same day.
  2. #2
    ColinUttew
    Guest

    Default

    Why are there no negative values? What parameters/inputs are you using?
  3. #3
    ClydeVek
    Guest

    Default

    looks like a bug in the software you are using. If done properly, a monte carlo analysis will always produce a normal distribution. Perhaps you should look into bootstrapping
  4. #4

    Default

    It does look odd but what is the input data before your monte carlo analysis?
  5. #5
    CurtMcBray
    Guest

    Default

    Agreed. Average profit is not even a tenth for the high outlier. Include a two way commission trip at $10 total and that's $100,000.
    Not hating on your system, but it's food for thought.

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