https://github.com/talaikis/montecarloadvantagetester

Monte Carlo for Advantage testing
https://github.com/talaikis/montecarloadvantagetester

Last synced: about 2 months ago
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Monte Carlo for Advantage testing

• Host: GitHub
• URL: https://github.com/talaikis/montecarloadvantagetester
• Owner: talaikis
• Created: 2016-02-21T10:15:39.000Z (almost 9 years ago)
• Default Branch: master
• Last Pushed: 2016-02-21T10:24:05.000Z (almost 9 years ago)
• Last Synced: 2023-02-27T17:51:52.352Z (almost 2 years ago)
• Language: Python
• Homepage: http://www.talaikis.com/fitted-students-t-distribution-for-monte-carlo-advantage-simulation-using-python/
• Size: 389 KB
• Stars: 1
• Watchers: 2
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# MonteCarloAdvantageTester

Monte Carlo for Advantage testing

# Basic version

tests for how much win rate you need if return/risk would be 1:1

First appeeared: http://www.talaikis.com/monte-carlo-simulation-for-information-advantage-using-python/

# Fitted version

tests win rate paths using actual asset parameters from Student's T-distribution parameters.

First appeeared: http://www.talaikis.com/fitted-students-t-distribution-for-monte-carlo-advantage-simulation-using-python/