Hi Everyone,

I'm looking for a assistance in my understanding of Monte Carlo analysis.

My question, specifically is, can/does Monte Carlo testing shuffle the chronological ordering of trades? If you were testing on the last 10 years of data, can a Monte Carlo simulation string together trades that were from 2001, then 1999, then 2007, then 2004?

Or does the path through the data have to be chronological?

ASX.G

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