On Tue, Jun 23, 2009 at 4:44 PM, JOE Conner<[email protected]> wrote: > Mark Knecht wrote: >> >> On Tue, Jun 23, 2009 at 3:50 PM, Paul<[email protected]> wrote: >> >>> >>> >>>> >>>> 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 >>>> >>>> ------ >>>> >>> >>> There is no current support for monte carlo simulations in calc. Few >>> years >>> ago there was a proposal to add them in but I don't believe it went >>> anywhere. >>> >>> /paul >>> >>> >> >> Thanks Paul. I'll keep looking around and see if I can find some >> possible way to do this. >> >> One thing I've not paid attention to in OO and the machine I'm >> surrently using doesn't have a copy so I cannot look myself but is >> there any support for additional programming in Calc like there is >> with DLLs and VBS in Excel? Maybe I could write some code, called as a >> script I suppose, that could do some of the work. >> >> Thanks, >> Mark >> > > OpenOffice.org does support a variety of programming languages. Java and > Python for example. > OpenOffice has a flavor of Basic similar in many ways to Visual Basic. See: > http://wiki.services.openoffice.org/wiki/Documentation/BASIC_Guide > and http://www.pitonyak.org/oo.php > > Joe Conner, Poulsbo, WA USA >
Thanks Joe. I'm sort of hesitant - read scared to death - of falling into a pit/black hole in terms of trying to do Monte Carlo in Calc if the developers don't think they can do it. I suspect I might be better off to learn C programming and just do it that way. Cheers, Mark --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
