Monte Carlo Simulation

Hi – you all might be interested in the new scripting engine that is part of the upcoming Quantrix 4.0 release.

Two of our users participated in a webinar and demonstrated their scripts that implemented optimization, iteration and monte-carlo type concepts. You can view the webinar here:

[url:3olf3g1h]http://www.quantrix.com/Webinar_Series.htm[/url:3olf3g1h]

If you would like to try out scripting in 4.0 please send an email to [email:3olf3g1h]support@quantrix.com[/email:3olf3g1h].

-Mike

Cool – thanks for the post and model file!

-Mike

Attached is a simple model that is iterated 1001 times, using uniformly distributed random variables. Summary matrix and chart show the results.

-JP

I’d also be interested in hearing about anyone using Quantrix for monte carlo simulations. Anyone?