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Hi Walter,
yes Dr. Savage's works are really interesting, used the free trial
XLSim.xla then bought the book & sftw, the limit of 5000 iterations
for Monte Carlos tests it is a real LIMIT, having access to some really
powerful software for professional use I've found some
important differences between a test with 5000 runs and another with say
250000 or more, at this link you'll find a java applet
http://www.angelfire.com/wa/hurben/buff.html giving some graphical explanation.
For those interested or wishing to dig it deeper, the following links may
be of help:
http://www.economics.ltsn.ac.uk/cheer/ch11_1/ch11_1p2.htm
http://www.economics.ltsn.ac.uk/cheer/ch13_1/ch13_1p04.htm
http://www.economics.ltsn.ac.uk/cheer/ch13_2/ch13_2p12.htm
http://www.contingencyanalysis.com/glossarymontecarlosimulation.htm
http://www.decisioneering.com/monte-carlo-simulation.html
http://www.cooper.edu/engineering/chemechem/monte.html
http://www.cs.toronto.edu/~radford/bmm.abstract.html
http://www.epa.gov/reg3hwmd/risk/guide1.htm
Best regards as always
gg
At 01:47 PM 07/02/2001 -0500, you wrote:
>Hi Giancarlo
>
>I always liked the light weight version of Monte Carlo Simulation at the
>site that you mentioned.
>
>http://www.geocities.com/WallStreet/9245/
>
>also I've been learning some of the following
>
>http://www.analycorp.com/software.htm
>
>Simulation, Forecasting and Optimization in Microsoft Excel
>Monte Carlo simulation, decision trees, queueing simulations, Markov chains,
>forecasting and numerous optimization models $44.95
>
>and
>
>http://www.stolaf.edu/people/mckelvey/envision.dir/stocksim.dir/stocksim.htm
>l
> Stock Market Simulation Using Monte Carlo Techniques with Excel
>
>and
>
>http://www.gsu.edu/~dscgpz/chap4/chapter4.html
>
>Part 4 -- Monte Carlo Simulation
>Class Notes and Example Excel Files
>
>Best regards
>
>Walter
>
>----- Original Message -----
>From: Giancarlo Gaydou
>To: metastock@xxxxxxxxxxxxx
>Sent: Wednesday, February 07, 2001 6:44 AM
>Subject: Re: stuff
>
>
>Hi,
>
>at this link (http://www.geocities.com/WallStreet/9245/) you'll find some
>free interesting works in Excel,
>stats & financial, and links to VBA code
>(http://www.vb-bookmark.com/vba.html).
>
>Good trading
>gg
>
>At 10:16 PM 06/02/2001 -0500, you wrote:
>
>Hi
>
>In the workbook you might want to look for hidden sheets and hidden columns.
>In this case there are many hidden columns filled with in-cell code and
>named ranges. One sheet has over 100 hidden columns. Watch out for text that
>is the same colour as the background. Use the map that you mentioned to
>find and change the colour of the fonts.
>
>The VBA code makes regular references to the named ranges in the hidden
>columns. So if you want to modify the code you will need to see the in-cell
>code and named ranges that you are referring to.
>
>Delete the surface "junk" boxes and record or write your own code for the
>subs/macros that are insufficient.
>
>The modules are isolated so debugging is very easy if you comment your
>changes and make notes in text boxes on each sheet that you change. You'll
>learn a lot from the workbook.
>
>An xll is different from a dll so it may not be visible in the same way. Let
>me know if you have any luck.
>
>Best regards
>
>Walter
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