Using Monte Carlo Simulation to Test Trading Strategies and Position Sizing
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 104 === This paper aims to explore whether the simulated market price can be used to verify the influence of strategy processing on the actual market. The simulation data are from a large number of samples produced with the use of Monte Carlo simulation method. T...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72257121671577315304 |