Add new Monte Carlo column

Add new Monte Carlo column

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This article is a response to a request from forum: https://strategyquant.com/forum/topic/3262-quanteditor-example/page-1#entry10708 that asked for an example of how to use new value in Monte Carlo method.   What is the task about? By default, when you run Monte Carlo simulation you’ll get simulation results for given confidence levels. MC simulation computes results computed like Net profit, […]

Create a new What-If function

Create a new What-If function

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QuantAnalyzer 4 can be extended to use your own custom statistical values, What If, Equity or Monte Carlo methods, many other parts of the program can be also extended by snippets.. All these methods in the program are fully dynamic, each method (including the default ones) is an independent Java class – snippet – implementing […]

Add new statistical value

Add new statistical value

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in this example we’ll extend Quant Analyzer and add a new statistical value. All statistical values such as Number of trades, Net Profit, Return / DD, Sharpe ratio,  CAGR, etc. are implemented as snippets – a pieces of Java code that implements some functionality, in our case it will compute new value in the program.This means the program […]