Monte Carlo Simulator

[hlpsg]

Hi
Can anyone recommend a good Monte Carlo simulator? I'd prefer standalone if possible. Thanks!

 

[abottoml]

Hoadley Portfolio Monte Carlo Simulator

 

[MrGecko]

Hate to be a spoil sport, but if you need to use a MC sim. for trading or valuations, shouldn't you be able to program one yourself?

 

[zentrader22]

Professional Monte Carlo Simulator...

Hi
Can anyone recommend a good Monte Carlo simulator? I'd prefer standalone if possible. Thanks!

Hi,

I have build a Monte Carlo Simulator which is available as a standalone Windows software program or as a Developer Edition (Windows Exe + Windows DLL).

The product has the ability to do system simulation (stress tests of trading system results) and also do data simulation (data scrambling).

More information here:
www.zentrader.de - trading system development and monte carlo simulation methodology ...

bye,
zentrader

 

[intradaybill]

Will check it out. Sounds good. Thanks