Reply to thread

If you're using the latest version of Excel it has a great statistics plugin that has a lot of easy to use functions and analysis including histograms and important statistical analysis of those histograms. I have a colleague that uses it to generate some generalized models of his system (from the back test analysis) and then uses those generalized models in conjunction with his live trades to make sure the system is behaving itself. It's a great way to make alert yourself to system behavior that is out of the ordinary. I haven't got that far yet, but it is something I seriously want to do.