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?
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)
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