Friday, July 22, 2005

US returns over increasing time periods - monte-carlo runs (75M$) init

The following gives a summary of the returns made on US market by the TEXSOL system over increasing timescales up to 60 months for thousands of monte-carlo runs and illustrates that for timescales longer than 36months no negative returns (min) are observed. Average, max and min returns are displayed for each windows. Such tests run for over a week on a fast P4 with SQL server.

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