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Emilio Tomasini

Professore a contratto

Dipartimento di Informatica - Scienza e Ingegneria

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Monte Carlo Analysis: What is and what it does ?

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Monte Carlo Analysis is a statistical approach which is useful to avoid the over optimization: if you use Monte Carlo Analysis your trading system will be much more reliable and it will overcome many hurdles that static optimization encounters. This article about Monte Carlo Analysis helps the student to delve into this complex matter