Example of random noise
 Share
The version of the browser you are using is no longer supported. Please upgrade to a supported browser.Dismiss

 
View only
 
 
Still loading...
ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Example of creating random price data see qoppac.blogspot.com for more information
2
Robert Carver, 2015. GNU public licence. No warranty is implied. Use at your own risk.
3
4
Instructions
5
6
In column A set up the underlying process. Default shown here is trends, length 10 days
7
In cell E5 change the amount of noise. With very small noise price will follow underlying
8
9
Noise0.3
10
11
12
processreturnrandomnoisetotal return
cum return (price)
13
0100
14
0.10.10.2613663691-0.1917415952-0.0917415951999.9082584
15
0.20.10.85550819190.31810617710.4181061771100.3263646
16
0.30.10.96600437610.54751944710.6475194471100.973884
17
0.40.10.2113485931-0.2405252073-0.1405252073100.8333588
18
0.50.10.55824688150.043957773120.1439577731100.9773166
19
0.4-0.10.4248593153-0.0568432337-0.1568432337100.8204734
20
0.3-0.10.52496448810.01878527635-0.08121472365100.7392586
21
0.2-0.10.73851761330.19163459370.09163459372100.8308932
22
0.1-0.10.03316800356-0.5508439206-0.6508439206100.1800493
23
0-0.10.74446385770.19715068670.09715068674100.2772
24
-0.1-0.10.4942576648-0.004318319035-0.104318319100.1728817
25
-0.2-0.10.92655159940.43517405070.3351740507100.5080557
26
-0.3-0.10.05496096651-0.4795632377-0.579563237799.92849249
27
-0.4-0.10.4221311917-0.05893330603-0.15893330699.76955919
28
-0.5-0.10.02209334478-0.6036946499-0.703694649999.06586454
29
-0.40.10.51493690290.011235004570.111235004699.17709954
30
-0.30.10.52204113950.016583124320.116583124399.29368266
31
-0.20.10.2568954764-0.1958838648-0.0958838648399.1977988
32
-0.10.10.07953753206-0.4224567494-0.322456749498.87534205
33
00.10.09937426183-0.3855375709-0.285537570998.58980448
34
0.10.10.1967292037-0.2560086973-0.156008697398.43379578
35
0.20.10.89275407780.37239251830.472392518398.9061883
36
0.30.10.86119126570.32570611760.425706117699.33189442
37
0.40.10.62728406110.097400589460.197400589599.52929501
38
0.50.10.4145430281-0.064762164540.0352378354699.56453284
39
0.4-0.10.7686183190.22029125820.120291258299.6848241
40
0.3-0.10.59137231670.06932295178-0.0306770482299.65414705
41
0.2-0.10.55953433610.04493660889-0.0550633911199.59908366
42
0.1-0.10.2766445226-0.1778516372-0.277851637299.32123202
43
0-0.10.67700701760.13780369760.0378036975999.35903572
44
-0.1-0.10.62962953520.09926169645-0.00073830354799.35829742
45
-0.2-0.10.75359753060.20575631470.105756314799.46405373
46
-0.3-0.10.4502283055-0.03752536635-0.137525366399.32652837
47
-0.4-0.10.4871770147-0.009644398215-0.109644398299.21688397
48
-0.5-0.10.80164560780.25425414740.154254147499.37113812
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Loading...
 
 
 
Sheet1