How to Validate Your Strategy Before a Prop Firm Challenge | Monte Carlo & Ruin Probability
Автор: Oculus Quant
Загружено: 2026-01-05
Просмотров: 5
How do you validate your trading strategy before risking money on a prop firm challenge? Most traders skip this step and wonder why they fail. This video shows you the exact math professionals use: Monte Carlo simulation and ruin probability.
Topics covered:
∙ Monte Carlo Simulation: Why 1,000 simulations beat one backtest
∙ Drawdown Distribution: How to analyze your drawdown probability
∙ Win Rate vs Risk/Reward: The exact balance prop firms require
∙ Risk of Ruin: Never enter a challenge above 5% ruin probability
∙ Expected Value: Why negative EV means guaranteed failure
If your survival rate is below 90% in simulations, you’re gambling with your challenge fee. Professional quants use these tests to validate strategies before putting capital at risk.
Visit www.oculusquant.com to see how we validate strategies for live markets.
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