Acceptance criteria for Monte carlo testing

Hello all,

A few metrics are provided in SQ’s Monte carlo testing like R Exp, Ret/DD etc. Which do you use to determine whether your monte carlo performance is acceptable, and what is the criteria?

Thanks for any input. Have a great 2018!

Try again. Nope still not permitted to post a pdf. But I think you can download it from here: https://www.facebook.com/eBookDownload2015/posts/749650241790008 This forum has too many upload limitations.

That fb page looks real dodgy. Are you referring to the book by Zanka? In it I believe he mentions ret/dd at 95% CI at least half of the original value.

I was wondering if anyone is using any alternatives.

Hello,

if you log into our client portal you should have access to the eBook. Or let me know to [email protected]

Ret\DD Minimum 50% i recommend but also you have to take care in the same time that the Ret\DD is not under the Ret\DD, what it should be ( so for example 0.5 per year =13 years =6.5 ret\dd