How To Deploy New Capital In A Trading System

A while back, Jez Liberty wrote an interesting post on “How To Start Trading A New System”. This topic was brought back in mind when it was raised on the TradingBlox website in the forum thread “When To Start Your System”. I thought I would...
Monte Carlo Convergence Issues

Monte Carlo Convergence Issues

Exploring Monte Carlo convergence issues allows us to make the trade-off between estimation error and computing resources. This can have a big impact on trading system development times.