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