Does anyone have any good links (or even ideas) on how do do Monte Carlo setups in Calc? I cannot find any. Everything in Google seems to point to Excel and there you generally need to use some plugin that costs money and doesn't do everything I want to do anyway.
I have two models I want to investigate: 1) A series of futures trades randomized say 500 times. In each experiment I want to collect some statistics - for instance the number of losing trades in a row, the dollar value of the worst drawdown. This could be done in Excel if I spent some money for a tool or learned to write VBS or something like that. 2) The second is the same as the first except I have 10 sets of trades from different systems that run over the same time period. (1/1/2000 to present) I would like to do a Monte Carlo on them date wise, keeping the trades from all systems consistent by date. I.e. - if the experiment selected say 3/5/2006 as the next date in the experiment then I want to choose the trades for all 10 systems on that date. I'm thinking I could do this using some sort of VLOOKUP into the data and use dates as the thing the Monte Carlo was randomizing. Anyway, just curious if anyone has done this using Calc before I give up and go to the Dark Side once again. There's no huge rush on this so if someone has an interest and wants to work on developing the ideas I have some time. Cheers, Mark --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
