Can't select > 1000 MC simulations

I can't input any figure greater than 1000 for Monte Carlo simulations. MC simulators I've seen use 2000 or even 3000 simulations so we need the ability to run more than 1000 in SQ.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

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r
#1

rjay

19.05.2018 22:00

Task created

MF
#2

Mark Fric

22.05.2018 16:05

Status changed from New to Refused

no, we'll not support it. It doesn't bring much benefit to run that many simulations, and it would be very memory costly. MC simulations have to be made for every strategy, 1000 is a reasonable maximum

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