I’ve been buried with end of the year work. If you’ve emailed me lately or if you are waiting on something, I’ll get to it. Just bear with me…
Read the Prospectus
Trading, Think or Swim, Ninjascript and other Rocket Science
-
Blog Navigation
Donate to Prospectus
Recent Comments
- Prospectus on Email Problems
- mariyeh3f3757009f on Email Problems
- Prospectus on Email Problems
- mariyeh3f3757009f on Email Problems
- Prospectus on Monte Carlo Trade System Simulator
-
Recent Posts
Top Posts
- Average Volume by Time Indicator for Think or Swim
- VWAPALOOZA
- Thinkscript Tip: Creating Alerts Using Thinkscript in Think or Swim
- Just 2 NQ Points A Day
- Multi-Divergence Indicator for Think or Swim: MACD, RSI, CCI, On Balance Volume and many more
- About Prospectus
- Thinkscript Code Library
- Thinkscript Tip: Only If Market Is Open
- Tutorial: Formatting Plots Using Thinkscript for Think or Swim
- Swing High / Swing Low Indicator for Think or Swim
Categories
- Data Mining (3)
- EoT (7)
- iOS Dev (1)
- Market Commentary (5)
- Meta (32)
- Misc. Jackassery (7)
- Ninjascript (2)
- Notable Sites (4)
- Options (3)
- Psychology (11)
- RTD (1)
- Serious Commentary (14)
- Thinkscript (78)
- Thinkscript Tips (6)
- Tools (16)
- Trades (21)
- Trading System Development (19)
- Tutorials (6)
- Uncategorized (4)
- AAPL adaptive_OR advance-decline alerts backtest backtesting breakout capitulation CAT cci chat chop Cumulative cumulative tick DDE divergence donors dynamic_hiding email EoT es excel expectancy fade futures Gsvc ipo Last_price macd market-profile market_environment Meta ninjascript ninjatrader nq NYSE_TICK on balance volume opening range opening_range open interest options outcome pivot_points position probability Psychology risk RSI S&P500 S&P_emini scalp short_interest Sponsored_Indicator SPY status stops strategies strategy swing_points targets TD Thinkscript thinkscript_tip TICK TPO trade trade_plan trading in the zone trading_system trailing_stop trend tutorial update vwap wisdom
Blogroll
- Dino Trader
- Forex Fraud
- FuturesTrader71: Simplicity in Trading
- High Chart Patterns
- iBankCoin
- King Jamie
- Macro Trader
- Maoxian
- Miss Trade
- Move the Markets
- Muddy and Co.
- Ninja Trader Platform Download from Optimus Futures
- Strictly Market Profile
- The Fly
- Thinkscripter
- Trader Mike
- Trader-X
- Ugly
- Upside Trader
Prospectus on Twitter
Tweets by ProspectusBlog Stats
- 1,114,385 hits
-
Meta
Archives
- September 2019 (1)
- July 2019 (2)
- February 2019 (2)
- November 2018 (2)
- October 2017 (2)
- February 2017 (1)
- September 2016 (1)
- June 2016 (1)
- January 2015 (1)
- December 2014 (2)
- May 2014 (1)
- February 2014 (1)
- September 2013 (2)
- August 2013 (1)
- April 2013 (1)
- November 2012 (1)
- June 2012 (1)
- March 2012 (1)
- February 2012 (1)
- January 2012 (4)
- December 2011 (1)
- November 2011 (2)
- September 2011 (1)
- August 2011 (4)
- July 2011 (1)
- May 2011 (1)
- March 2011 (1)
- January 2011 (2)
- December 2010 (2)
- November 2010 (5)
- October 2010 (3)
- September 2010 (1)
- August 2010 (1)
- July 2010 (2)
- June 2010 (2)
- May 2010 (6)
- April 2010 (2)
- March 2010 (2)
- February 2010 (8)
- January 2010 (9)
- December 2009 (5)
- November 2009 (4)
- October 2009 (9)
- September 2009 (13)
- August 2009 (13)
- July 2009 (5)
- June 2009 (6)
- May 2009 (12)
- April 2009 (7)
- March 2009 (8)
- February 2009 (14)
- January 2009 (2)
- May 2008 (2)
- April 2008 (1)
Read the Prospectus 
Monte Carlo Analysis: Monthly Market Returns of the S&P
December 17, 2010I created a new Monte Carlo analysis tool. This tool allows you to simulate the next 40 years of market returns, month by month, using the same probability distribution encountered historically for monthly returns. The goal is to see how much variation is possible in actual market returns compared to the expected market returns often assumed in financial planning. You may be surprised by the answer. (more…)
Tags:market returns, monte carlo, S&P
Posted in Market Commentary, Tools | 8 Comments »