Simular Monte Carlo Sim
Jun 25, 2008
I am trying to derive a formula to calculate a final value of an account.
The accounts initial value is say $2000. After 1 trade, I either lose 2% of the account value, there is 20% chance that may happen, or I have 80% chance of the account increasing by 0.8%. The win or loss is either added or subtracted to the original account.
The second trade has the same probability of win loss, but the percetages are based on the new account figure.
What is the account value after 'n' trades?
I originally started by using the compounding interest formula, after calculating an expectancy.
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Jun 20, 2009
I need to copy the value from cell Z18 and then use the function 'paste values' to input the data in cell B24.
Having done this I need the sheet to recalculate and generate a new set of random numbers. I then require the new value in cell Z18 to be copied and pasted in the next row of column B, cell B25.
I need this process repeating for 10,000 iterations so that the range B24:B1023 is filled.
Here is my code, it will recalculate cell Z18 and return the value in cell B24, but will not offset down one row and loop.
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Sep 22, 2005
Has ever created a spreadsheet that used Monte Carlo Simulation?
I've been able to create one that works using the random number generator in conjunction with discrete probability distributions - that's fairly easy, just assign a probability to each discrete value in the distribution and then decide whether or not to select it using a randomly generated number.
However, I want to perform a Monte Carlo simulation that uses a continuous (not discrete) probability distribution, but how I would use the random number generator to then select a value from the distribution based on its probability of occurance.
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