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.

Finding Pi in Monte Carlo

Finding Pi in Monte Carlo

The server called by the java script that implemented my LaTex equations has gone bye-bye. So I am trying to fix past posts so equations render in a legible way – apologies. In the mean time … I have been getting better acquainted with Monte Carlo...