[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: stuff



PureBytes Links

Trading Reference Links

Hi Walter,

my brain it's already "to the dogs" ;-)

At the Olsen's site there are 2 "new" papers, depending on when you've been 
there the last time,
about volatility & time series " 
http://www.olsen.ch/library/research/oa_working.html ".

Best regards as always
gg



At 06:44 PM 08/02/2001 -0500, you wrote:
>Hi Giancarlo
>
>Thanks for the links.
>
>Would often let my brain "go to the dogs" if it weren't for a tasty list of
>links. <G>
>
>Do you know if the Olsen group have produced anything new lately?
>
>Best regards as always
>
>Walter
>
>
>----- Original Message -----
>From: Giancarlo Gaydou <giancarlogaydou@xxxxxxxxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: Thursday, February 08, 2001 8:58 AM
>Subject: Re: stuff
>
>
> > 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.ht
>m
> > >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
> >





  • References: