Portfolio MCS
What Is Monte Carlo Simulation? Why Get Portfolio MCS? Using MCS Software MCS Features
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Portfolio Monte Carlo Simulation is a stand alone program that generates risk/return analysis using ASCII CSV files created by TradeStation. It is intended for traders that can back test their systems using TradeStation EasyLanguage.

TradeStation Compatible - Works with systems that run on daily, weekly or intraday data in TradeStation.

Combined Equity Curves - Combine the equity curves from any number of futures commodities , stocks or securities into one equity curve. Similarly, you can combine equity curves from multiple systems that use the same data set.

Portfolio Statistics - The combined equity curve generates a summary report with familiar performance statistics including net profit, number of trades, number winning trades, number losing trades, average winning trades etc.

History Output - You can easily output the daily, weekly, monthly, quarterly, or yearly combined equity results for use in a spreadsheet.

Equity and Drawdown Plots - Plot the history equity and drawdown in a graph.

Monte Carlo Simulation - Perform monte carlo simulation on the daily equity curve to generate probable risk/return analysis.

Serial Correlation - The monte carlo simulation analysis uses sophisticated algorithms to assure the serial correlation of the combined equity curve is maintained. This is critical to ensure a realistic outcome.

User Defined Time Window - The user selects the time window of the monte carlo simulation which is normally set for 60 days but can be set to any length.

Optimize Weighting - Determine the optimal weighting of commodities or securities by optimizing the ratio of return/risk. This powerful feature seeks out combinations of commodities that are negatively correlated to reduce drawdown and increase return.

Portfolio Templates - Save portfolio settings into templates that can be recalled at any time.

Product Comparison  - Compare features between the 3 products



What Is Monte Carlo Simulation?  |  Why Get Portfolio MCS?  |  Using MCS Software  |  MCS Features
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