About Monte Carlo Simulator

What is a Monte Carlo Simulator?

This simulator was a critical decision-support tool for our trading team. It stress-tested strategies and varying parameters against thousands of market scenarios, quantifying risk and revealing the true probability of profits or losses before real capital was ever deployed.

Business Impact Summary

We used this simulator to assess real-world scenarios for our operations based on: Starting Capital, Monthly Expenses, Profit Taking, and Market Conditions (like Slippage and Fees).

Quantitative Data

We found that overtime, the bot would perform significantly better if we delayed pulling profits from the account balance for periods of 6-12 months, allowing the account balance to grow and trade sizes to be larger (with more opportunity for profit).