Example of random noise
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ABCDEFGHIJKLMNOPQRSTUVWXYZ
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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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0100
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0.10.10.90845691230.39939377840.4993937784100.4993938
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0.20.10.79226705680.24429378340.3442937834100.8436876
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0.30.10.4614842274-0.029008558860.07099144114100.914679
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0.40.10.53091506020.023271085770.1232710858101.0379501
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0.50.10.60236121260.077839075540.1778390755101.2157892
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0.4-0.10.2254906723-0.2261339951-0.3261339951100.8896552
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0.3-0.10.2754898817-0.1788877848-0.2788877848100.6107674
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0.2-0.10.83844174840.29642214190.1964221419100.8071895
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0.1-0.10.53101066950.02334320013-0.07665679987100.7305327
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0-0.10.2463870342-0.2057709998-0.3057709998100.4247617
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-0.1-0.10.375092274-0.09551880939-0.1955188094100.2292429
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-0.2-0.10.1125393354-0.3639401384-0.463940138499.76530278
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-0.3-0.10.98704929120.66830599610.5683059961100.3336088
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-0.4-0.10.4481739912-0.03908283222-0.1390828322100.1945259
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-0.5-0.10.08536512721-0.4109583399-0.510958339999.6835676
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-0.40.10.6010863140.07684796950.176847969599.86041557
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-0.30.10.56308131920.047635844770.1476358448100.0080514
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-0.20.10.1989330301-0.2536315477-0.153631547799.85441987
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-0.10.10.7332936110.18684145180.2868414518100.1412613
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00.10.62073675140.092224900020.1922249100.3334862
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0.10.10.4723983134-0.020772737740.07922726226100.4127135
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0.20.10.06693660742-0.4497004829-0.3497004829100.063013
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0.30.10.3326111355-0.1298143184-0.02981431839100.0331987
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0.40.10.3341080746-0.1285792566-0.02857925659100.0046194
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0.50.10.94211032210.47182158270.5718215827100.576441
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0.4-0.10.2023897892-0.2499346574-0.3499346574100.2265064
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0.3-0.10.1125394298-0.3639399902-0.463939990299.76256636
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0.2-0.10.52990711230.02251091063-0.0774890893799.68507727
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0.1-0.10.4367678579-0.04775070424-0.147750704299.53732657
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0-0.10.97786252550.60344352170.5034435217100.0407701
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-0.1-0.10.4576015224-0.03194342452-0.131943424599.90882666
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-0.2-0.10.91188453820.40573545020.3057354502100.2145621
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-0.3-0.10.90903886370.40045790710.3004579071100.51502
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-0.4-0.10.72972865730.18359776570.08359776573100.5986178
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-0.5-0.10.02977813104-0.5652193257-0.665219325799.93339846
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