quant/tradingalgo - simulation
QUANT/TRADINGALGO
Returns Simulation
Monte Carlo simulation with skewed returns distribution
Simulation Parameters
Leverage
CAGR (%)
Annual Volatility (%)
Skewness
Lowest Percentile
Number of Years
Number of Simulations
Run Simulation
Generated Metrics
0
Daily Mean
0
Daily Volatility %
0
Daily Median
0
Median Terminal Wealth
0
Unluckiest 1% below
0
Unluckiest 1% mean
0
Profit Factor
0
Win Rate %
0
CAGR
0
Annual Volatility %
Daily Returns Distribution
Wealth Paths
CVaR Over Time
CVaR vs Leverage
CVaR vs Volatility
Terminal Wealth Distribution