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Easiest way I think to generate random data is in Excel using the Random
functions - choose a distribution, seed the series then build a "jump"
function for next data point. You can then export the results to a CSV file.
Using this procedure you can easily create series based on distributions of
returns which are either uniform or normal - and with a little more work,
other distributions such as Poisson too. Although I'm not sure you'd want a
Poisson distribution of daily returns.
-----Original Message-----
From: Walt Downs <knight@xxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: 13 February 1999 18:03
Subject: Random Data in ASCII
>Hi all,
>
>I am running some blind experiments on random data sets. Thought
>it would be best if I solicited random data from outside sources
>to make sure the sets were unbiased. Anyone out there have a
>random data generator or random data set in ascii ?
>
>Thanks!
>Walt
>
>
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