Training slides for MCarloRisk and MCarloRisk3D iOS apps



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

'Waiting for the great delays the good,' so if you see any topics in these slides that need more explanation or correction, please contact us via the App Store App Review system for clarification or discussion.

Version 1.0 initial publication April 2019
Version 1.1 add Slide set 5: Beta stability plots May 2019
Version 1.2 add Slide set 6: Realized 50th percentile validate June 2019