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Case Studies

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Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time
Monte Carlo Back-Testing Performance Analyses: Thousands of Simulated Statements Analysed In Record Time 2
Monte-Carlo-Back-Testing-Performance-Analyses-Thousands-of-Simulated-Statements-Analysed-In-Record-Time
  • 1 day’s worth of an analyst’s time saved per test
  • 100% automated
  • 100% data accuracy

 

The Challenge

Analysing thousands of back-tests with random parameters per strategy and thousands of trades per test is a huge undertaking that is practically impossible for a person to conduct. This makes it harder for your team to be able to quickly pick your real top, median, and worst performing assets, which means that:

  • Your strategy is not as well stressed and researched as it could be.
  • You are left at a disadvantage when compared to competitors

 

Wakett’s Solution

Through AUTOMAN, you can automatically process tens of thousands of simulated transactions using multiple combinations of dozens of parameters. Moreover, this software can easily and automatically compare the top, median, and worst performers for you, as well as create a formatted Excel report for each test or an interactive HTML file so you can visualise how each simulated reality affects your strategy. In other words, this helps you: 

  • Automatically run the analysis on thousands of simulations;
  • Easily produce reporting on your investment strategy tests;
  • Turn multiple parameters numbers into visual representations;
  • Stress your model and discover valuable information quickly.

 

So, what are you waiting for? Get in touch with us to see how we can work together for a brighter future for your company.

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