Training slides for MCarloRisk and MCarloRisk3D apps
MCarloRisk for iPhone
MCarloRisk3D for iPad
Now available on MacOS and Windows 10
It may be useful to open these slides and send them to a large screen device to view, while you
are operating the app on your phone.
Slide set 1: Monte Carlo model generation, backtesting, and calibration (single asset)
Slide set 2: Some Strike price considerations
Slide set 3: Intro to portfolios and portfolio optimization (via Monte Carlo)
Slide set 4: Multifactor alpha, beta models (via Multiple Regression)
Slide set 5: Beta stability plots
Slide set 6: Realized 50th percentile validate
Slide set 7: Put/call market data visualizer
Slide set 8: Serial re-sampling option examples
Slide set 9: Long memory model generation / Hurst param
Slide set 10: Overview of fractional differencing (not app-specific)
Slide set 11: Fractional Differencing in the MCarloRisk3D app
Slide set 12: Intro to Principal Component Analysis
Slide set 13: Power law sampling decay examples
Slide set 14: Predictor-corrector examples
Slide set 15: Stochastic volatility optimization