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Monte Carlo Simulations

give you an excellent view of how robust your strategy is and how it is vulnerable to changes in the conditions of the market.

Runs on Windows 10/8.1/7

Monte Carlo Simulation

Find out if your strategy really works and if it has the potential to be profitable in the future, or if it’s overoptimized and can easily fail in real trading.

Why would you use Monte Carlo analysis?

Historical results of the strategy give us an idea, how the strategy behaved in the past and to some extent certain expectations for the future. However, the market can change in the future and therefore it’s necessary to measure how the strategy is vulnerable to changes such as market cycles, sequence of transactions, etc. To do this, Monte Carlo analysis is used. It helps us get the realistic idea of what we can expect from the strategy.

How does the Monte Carlo analysis work?

The main principle of the Monte Carlo analysis is that many simulations are run, each time with a small change. The more simulations we run, the more reliable results we get.

Infinitely extendable

Every Monte Carlo simulation method is implemented as a simple code snippet snippet with full source code provided.

You can easily create your own simulations with some basic programming skills using the built-in QuantEditor tool.

Get Free QuantAnalyzer

Free version has he following limitations:

Money Management – you can only see results for 30 % of your trades
Equity control – you can only see results for 30 % of your trades
Portfolio Master – limited to the maximum of 4 strategies
Compare results – limited to the first 50 trades only

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Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.