- Joined
- 2/14/23
- Messages
- 639
- Points
- 223
The Future | Winton
tools.winton.com
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.