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Re : Statistical significance



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Dans un courrier daté du 25/08/98 20:33:31  , vous avez écrit :

<< 
 dkomo wrote:
 > The amount of information contained in a performance analysis of a single
 > historical run is miniscule compared to what can be obtained from inputting
 > the profits and losses from that run to a Monte Carlo simulation.
 
 Is there commercial software that will do this?
 
 -- 
    Dennis
  >>

This tool was devised in a recent TS EXPRESS issue, and the code published.
Bill Brower, Editor,  also proposes a commercial version of the Monte Carlo
simulation for TradeStation

See his web site
http://www.insideedgesystems.com

Sincerely,

Pierre Orphelin
www.sirtrade.com