<- Back to Tasks

Speed Up Monte Carlo testing

Speed up Monte Carlo testing if number of simulations n > 50 like this:


For each strategy s do Run Monte Carlo Test for 50 simulations. Discard strategy if it fails the test Otherwise, continue Monte Carlo Test for 51 to 100 simulations Discard strategy if it fails the test and so on... done



Attachments
No attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

m
#1

murty

02.07.2023 19:32

Task created

m
#2

murty

02.07.2023 19:33
Voted for this task.
E
#3

Emmanuel

03.07.2023 17:11
Voted for this task.
JT
#4

TiNTa

06.07.2023 16:36
Voted for this task.
Votes: +3

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please