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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0.10.10.60972722840.083582450510.1835824505100.1835825
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0.20.10.05121458583-0.4899568152-0.389956815299.79362564
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0.30.10.3386746169-0.1248249145-0.0248249145499.76880072
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0.40.10.05572241124-0.4775197497-0.377519749799.39128097
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0.50.10.51326748370.0099788347930.109978834899.50125981
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0.4-0.10.1063170493-0.3739064959-0.473906495999.02735331
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0.3-0.10.956961880.51494069540.414940695499.44229401
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0.2-0.10.59062513540.06874600489-0.0312539951199.41104001
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0.1-0.10.4864768007-0.01017123841-0.110171238499.30086877
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0-0.10.97170663940.57194686250.471946862599.77281563
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-0.1-0.10.000450523546-0.9959188486-1.09591884998.67689679
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-0.2-0.10.93789347340.46119834490.361198344999.03809513
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-0.3-0.10.2896365654-0.1663340288-0.266334028898.7717611
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-0.4-0.10.04981376204-0.4939986212-0.593998621298.17776248
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-0.5-0.10.1904810818-0.2628374555-0.362837455597.81492503
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-0.40.10.5926497230.070309914960.17030991597.98523494
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-0.30.10.53028237710.022793911050.122793911198.10802885
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-0.20.10.58786664220.066618177320.166618177398.27464703
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-0.10.10.4061303388-0.071253187340.0287468126698.30339384
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00.10.4232007532-0.058113557380.0418864426298.34528028
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0.10.10.96806363460.55592015240.655920152499.00120044
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0.20.10.81577127690.26980996710.369809967199.3710104
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0.30.10.3215870657-0.1389796251-0.0389796251599.33203078
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0.40.10.96457325690.54192460450.641924604599.97395538
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0.50.10.97371754450.58154345320.6815434532100.6554988
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0.4-0.10.7997285570.2521956170.152195617100.8076945
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0.3-0.10.4835462627-0.01237653084-0.1123765308100.6953179
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0.2-0.10.3617615603-0.1061262517-0.2061262517100.4891917
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0.1-0.10.4720226415-0.02105592597-0.121055926100.3681357
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0-0.10.100486592-0.3836351534-0.483635153499.88450059
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-0.1-0.10.74100611350.19393509050.0939350905499.97843568
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-0.2-0.10.4661365784-0.02549556005-0.1254955699.85294012
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-0.3-0.10.05894731971-0.4691015707-0.569101570799.28383855
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-0.4-0.10.66203982880.12541098630.0254109863599.30924954
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-0.5-0.10.81582828430.26987421020.169874210299.47912375
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