Example of random noise
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Example of creating random price data see qoppac.blogspot.com for more information
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Robert Carver, 2015. GNU public licence. No warranty is implied. Use at your own risk.
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Instructions
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In column A set up the underlying process. Default shown here is trends, length 10 days
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In cell E5 change the amount of noise. With very small noise price will follow underlying
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Noise0.3
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processreturnrandomnoisetotal return
cum return (price)
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0.10.10.96409160220.54008331940.6400833194100.6400833
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0.20.10.82107239950.27583789530.3758378953101.0159212
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0.30.10.08008493294-0.4213501473-0.3213501473100.6945711
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0.40.10.1130685194-0.3631109288-0.2631109288100.4314601
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0.50.10.5774015060.058575095720.1585750957100.5900352
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0.4-0.10.90631610490.39552178450.2955217845100.885557
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0.3-0.10.1980208473-0.2546135311-0.3546135311100.5309435
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0.2-0.10.2423820799-0.2095981811-0.3095981811100.2213453
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0.1-0.10.9544158650.50678010670.4067801067100.6281254
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0-0.10.96889108520.55942205830.4594220583101.0875475
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-0.1-0.10.52522031420.01897803609-0.08102196391101.0065255
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-0.2-0.10.2853633738-0.1700944516-0.2700944516100.7364311
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-0.3-0.10.55188103140.03912456164-0.06087543836100.6755556
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-0.4-0.10.381762164-0.09025679032-0.1902567903100.4852988
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-0.5-0.10.72486859380.17920990630.07920990627100.5645087
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-0.40.10.71915406890.17409910610.2740991061100.8386078
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-0.30.10.3195847161-0.1406581164-0.04065811643100.7979497
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-0.20.10.72123448940.17595381390.2759538139101.0739035
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-0.10.10.4069435164-0.070624349960.02937565004101.1032792
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00.10.93983210590.46600971540.5660097154101.6692889
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0.10.10.4359731166-0.04835605680.0516439432101.7209328
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0.20.10.6239487590.09476048670.1947604867101.9156933
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0.30.10.9580694590.51861288080.6186128808102.5343062
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0.40.10.2606140748-0.1924360194-0.09243601939102.4418702
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0.50.10.4552411877-0.033729035640.06627096436102.5081412
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0.4-0.10.2201522651-0.2315037207-0.3315037207102.1766374
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0.3-0.10.146446036-0.3155395081-0.4155395081101.7610979
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0.2-0.10.4848229242-0.01141574057-0.1114157406101.6496822
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0.1-0.10.203695431-0.2485481623-0.3485481623101.301134
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0-0.10.3777734462-0.0934001328-0.1934001328101.1077339
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-0.1-0.10.51787387660.01344544926-0.08655455074101.0211793
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-0.2-0.10.75152734670.20379117910.1037911791101.1249705
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-0.3-0.10.3461957076-0.1186835463-0.2186835463100.906287
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-0.4-0.10.70764763810.16395766780.06395766783100.9702446
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-0.5-0.10.2600312493-0.1929747207-0.2929747207100.6772699
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