Australian (ASX) Stock Market Forum

Recent content by Loop

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    Drawdown Monte Carlo Increase over time PROBLEM

    Hi Traders after extensive testing using Monte Carlo mathematically correct for Drawdown analysis I see only bad news. Using random selection with replacement to create 200 trades long series of cumulative return (More than 10 000 of them) and from this extracting the distribution for...
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    Dr Howard Bandy's newest book has been published

    If it was easy everybody would be doing it, and then it couldn't be done...
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