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Zen Monte Carlo Simulator

Last post 01-14-2009, 4:14 by zentrader. 4 replies.
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  •  11-16-2006, 9:22 21901

    Zen Monte Carlo Simulator

    @all,

    I'm glad to announce my new software simulation product "Zen Monte Carlo Simulator v5.0".

    The Zen Monte Carlo Simulator is a professional software product for chance evaluation, risk analysis and validation of mechanical trading systems.

    Technically it is a lean and very fast Win32 implementation of the well-known Monte Carlo Simulation method. There are available german and english "stand alone" versions as well as an additional alternative standard Windows DLL component.

    The two substantial functions are system simulation and data simulation.

    In the context of the system simulation available systematical test results are used by a Monte Carlo Simulation stress test. Thus qualitatively more valuable results concerning the profits, but in particular also concerning expecting account drawdowns are achieved, as this would be possible with conventional linear systematical tests.

    The data simulation makes it possible to generate synthetic, artificial data (Weekly, EOD, Intraday...), which can be used again for additional alternative systematical tests and the data simulation thus delivers a valuable contribution for validating mechanical trading systems.

    So the Zen Monte Carlo Simulator is an additional tool for system development and test environment software like Metastock, which can improve the overall system development process of mechanical trading systems!

    Website: www.zentrader.de

    Mail to: info@zentrader.de

    All information on my website is either in german (because I'm german developer from stuttgart, South Germany) and also in english language.

    Bye,

    Volker Butzlaff

    (zentrader)

     

     


    www.zentrader.de
  •  02-04-2007, 6:04 22794 in reply to 21901

    Re: Zen Monte Carlo Simulator

    ...if someone needs more information about this topic, there is now my new book "Monte Carlo Simulation and System Trading" released in the english/US market:

    http://www.zentrader.de/html/monte_carlo_simulator1.html

    bye,

    zentrader


    www.zentrader.de
  •  04-16-2007, 1:51 23776 in reply to 22794

    Re: Zen Monte Carlo Simulator

    ...and if you don't have the time to read the whole book, there's a short technical contribution about the topic in Traders' UK 02/2007, which declares the possibilities of Monte Carlo Simulation methods for system and data simulation tasks with the objective to improve the trading system development process clearly!

    See the following pdf-File:

    http://www.zentrader.de/mcs_article_traders2007.pdf

     

    bye,

    zentrader


    www.zentrader.de
  •  04-16-2007, 21:11 23783 in reply to 23776

    Re: Zen Monte Carlo Simulator

    Thanks for posting your article; I've bookmarked it to read as soon as I can.


    When you see that in order to produce, you need to obtain permission from men who produce nothing - when you see that money is flowing to those who deal, not in goods, but in favors - when you see that men get richer by graft and by pull than by work, and your laws don't protect you against them, but protect them against you - when you see corruption being rewarded and honesty becoming a self-sacrifice - you may know that your society is doomed. - Ayn Rand
  •  01-14-2009, 4:14 28656 in reply to 21901

    Re: Zen Monte Carlo Simulator

    ...new version available:

    Zen Monte Carlo Simulator v5.1

    bye,

    zentrader


    www.zentrader.de
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