Signals derived from multiple indices: Montecarlo and Detrend

Posted By: Mook_Yon

Signals derived from multiple indices: Montecarlo and Detrend - 12/18/17 12:46

Hi,

Can anyone elaborate on how Montecarlo and Detrend work when trade signals are effected by multiple assets (e.g., when signals related to ratio, or difference, or other mathematical relationships among two or more assets/indices)?

THX!!!

Posted By: jcl

Re: Signals derived from multiple indices: Montecarlo and Detrend - 12/19/17 11:22

They work the same way as with single assets.