Not possible in my opinion, the permutation of strategies, would be far too complexed, even taking the average, and doing a low discrepency sequence quasi Monte Carlo, would be full or errors, unless you took the worlds best top 20 financial strategists to minimise the errors, and even then, the software would be asking for a response from the users, which again is exponential.luxiana wrote:to be more precise:
I am looking for a software to:
- define a strategy
- monitor stocks
- give me B/S signals according to the strategy
- performs backtestings of the strategy
- analyze the strategy at a portfolio level
- runs Monte Carlo simulations on the stocks and portfolio level
- automate reportings.
Okay, thanks I was just looking at crystal ball, to download, although only 15 day trial.luxiana wrote:it's all about probabilities:
the simulation at portfolio level would be run when adding one or two components to the basket to check how the portfolio Risk/Return would react in the long run.
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