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Paul Skiba
Paul Skiba

55 Followers

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Sep 26, 2019

What Monte Carlo simulation is actually good for

A simple example how a simulation with random elements supports your decision-making — Named after the famous casino in Monaco, a Monte Carlo simulation employs random experiments to gain numerical solutions in physics, mathematics, biology, finance and many other disciplines. The method helps understanding and evaluating complex problems better and can provide results that are otherwise hard or even impossible to obtain.

8 min read

What Monte Carlo simulation is actually good for
What Monte Carlo simulation is actually good for

8 min read


Jul 31, 2019

How (not) to backtest: 5 pitfalls when testing systematic investment strategies

Knowing the limitations of your backtest will lead to more robust results and help convincing professional investors of your strategy — Systematic strategies for investing into stocks, rates, commodities, FX and their derivatives have become a must-have in the product portfolio of banks and large asset managers. …

Finance

7 min read

How (not) to backtest:  5 pitfalls when testing systematic investment strategies
How (not) to backtest:  5 pitfalls when testing systematic investment strategies
Finance

7 min read

Paul Skiba

Paul Skiba

55 Followers

Former risk manager for investment funds and now number-cruncher in corporate asset and FX management

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