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Winton 'the future' interactive MC tool

Joined
2/14/23
Messages
639
Points
223

The link above will take you to a fun little tool that runs a monty Carlo simulation on portfolio returns with user slidebars for inputing: number of strategies, strategy sharp ratio, correlation between Strats, annual sigma, and number of years to run over.

It's well put together, and kinda fun to mess around with for a little bit.
 
Monte :)
 

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