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  • #270606 |
    huangwh88
    Customer
    127 Posts

    In the documentation here https://strategyquant.com/doc/quantanalyzer/predict-verify-strategy-performance-using-monte-carlo-simulation/, it is mentioned that the verify function is supposed to compare the strategy’s live performance to the range predicted using MC.

    But is it possible to import actual live results and compare them to the MC predictions? Right now it seems like it’s splitting the data into IS and OOS portions and comparing the OOS results against MC predictions obtained using IS results.

     

    #270622
    tomas262
    Administrator
    1823 Posts

    Hi,

    yes, you can use the MC prediction and apply it on your live trading results. Simply load the results and set the data “Verify – date” to date from which you want to start the prediction simulation. On the example attached results from 1.1.2021 to 24.5.2021 are loaded. The prediction is set to start from 1.3.2021 so we can compare whether we are within MC simulation boundaries with our trading results

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