risk_monte_carlo
Generate Monte Carlo simulations to analyze trading strategy risks by modeling potential outcomes from backtest results.
Instructions
Generate Monte Carlo simulations for comprehensive risk analysis
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| backtest_result | Yes | ||
| simulations | No | ||
| confidence_levels | No | ||
| resample_method | No | bootstrap | |
| block_size | No | ||
| include_drawdowns | No | ||
| include_returns | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||