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Monte Carlo Simulation on a Model I'm currently backtesting: Avg position Size = Nice
u/pale-blue-dotter · Reddit — r/algotrading ·
January 08, 2026 at 16:05
· ⬆ 19 pts · 💬 13 comments |
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AI Summary
Original Reddit post
No qualifying author-owned investment thesis.
Score
19
Comments
13
▶
Full Post Text
Obviously can't scale that high, extreme liquidity crunch once a certain threshold reaches.
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