The Imagine Marketplace

Monte Carlo Factor Beta

User

Developed by Bryson Aust
This user app utilizes a random Monte Carlo simulation to calculate your portfolio's beta to factors you define. Unlike traditional beta calculations, using a random Monte Carlo enables the beta to capture non-linear relationships between the portfolio and the factor.

If desired, this app can also push calculated beta values to a Custom Reference Table for reference throughout the Imagine Trading System.

Current Derivatives.com users, click here for additional information on using Monte Carlo Factor Beta.