Varangian -> RE: Climbing ever higher: Command PE v1.15 released (5/23/2020 3:43:57 AM)
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Thanks Struan76, I found the article, nice overview. The MC in Pro sounds impressive. It is easy to write brute force MC code, but optimization and determining the symmetries in the problem requires real insight. It must be much more than simply running the simulation umpteen times using a multi-dimensional distribution of initial parameters. I imagine that such simulations could only be used to model small scale interactions because the number of variables would increase exponentially with the number of assets involved. Thanks again. Congrats to the Command team for their work.
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