Monte-Carlo Backtesting for Algorithmic Trading Strategies
Mastering Monte Carlo Backtesting for Profitable Trading: A Step-by-Step Guide to Strategy Optimization
4.61 (9 reviews)
114
students
5 hours
content
Mar 2025
last update
$44.99
regular price
What you will learn
Apply Monte Carlo simulations to model and forecast financial market behaviors, understanding the impact of randomness and probability on trading outcomes.
Analyze and backtest trading strategies using Monte Carlo techniques to assess performance under varying market conditions and reduce the risk of overfitting.
Evaluate portfolio risk and optimize asset allocations by simulating multiple market scenarios, providing insights into potential returns and volatility.
Implement Monte Carlo methods for risk management in trading, learning to calculate Value at Risk (VaR), simulate drawdowns, and enhance strategy robustness in
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udemy ID
10/25/2024
course created date
1/23/2025
course indexed date
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