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Quant analyzer - Improving montecarlo simulation

Quant analyzer montecarlo

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#1 beppil

beppil

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Posted 11 April 2017 - 10:50 AM

Dear StrategyQuant Team,

 

Strategy Quant has a wonderful montecarlo simulation: the slippage and the spread can be varied, for example. Instead the montecarlo simulation in Quant Analyzer is very poor; there are not the same features, and this limits the simulation possibilities of a whole portfolio.

 

Could you improve the montecarlo simulation of Quant analyzer, introducing the strategy quant features?

 

Best regards, Giuseppe Piloni



#2 tomas262

tomas262

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Posted 11 April 2017 - 03:22 PM

Hello,

 

we plan to add some new simulation options in future versions. Some of those being included in StrategyQuant cannot be transferred to QuantAnalyzer because QA is not a "backtester". It only works with data available within trading performance reports (trade lists)







Also tagged with one or more of these keywords: Quant analyzer, montecarlo

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