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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0.10.10.00891745474-0.7107083612-0.610708361299.38929164
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0.20.10.09852190191-0.3870059221-0.287005922199.10228572
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0.30.10.3798334344-0.09177548330.00822451670299.11051023
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0.40.10.07031737238-0.4420294249-0.342029424998.76848081
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0.50.10.89261048680.37215932310.472159323199.24064013
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0.4-0.10.1300121144-0.3379001596-0.437900159698.80273997
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0.3-0.10.66676289140.12929758780.0292975877598.83203756
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0.2-0.10.87575983650.34621451970.246214519799.07825208
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0.1-0.10.4334415694-0.05028565579-0.150285655898.92796642
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0-0.10.2672202421-0.1863725658-0.286372565898.64159386
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-0.1-0.10.02230765213-0.6024790333-0.702479033397.93911482
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-0.2-0.10.1497155173-0.3112962862-0.411296286297.52781854
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-0.3-0.10.85373177890.31577209330.215772093397.74359063
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-0.4-0.10.5647827950.04893201556-0.0510679844497.69252265
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-0.5-0.10.51987621610.01495287457-0.0850471254397.60747552
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-0.40.10.02750622996-0.5756333414-0.475633341497.13184218
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-0.30.10.67780860650.13847389670.238473896797.37031608
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-0.20.10.96160649340.53089221230.630892212398.00120829
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-0.10.10.70924479170.16535394420.265353944298.26656223
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00.10.2951886944-0.1614867678-0.0614867677698.20507547
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0.10.10.3789273826-0.092489724230.00751027576598.21258574
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0.20.10.01396857687-0.6594503254-0.559450325497.65313542
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0.30.10.51674070470.012592513960.11259251497.76572793
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0.40.10.06599965119-0.4518793329-0.351879332997.4138486
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0.50.10.2927953271-0.1635710448-0.0635710447797.35027755
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0.4-0.10.1243229111-0.3460934408-0.446093440896.90418411
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0.3-0.10.2008620589-0.2515638031-0.351563803196.55262031
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0.2-0.10.1940989475-0.2588670294-0.358867029496.19375328
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0.1-0.10.4302966765-0.05268567-0.1526856796.04106761
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0-0.10.1418187445-0.3216551378-0.421655137895.61941247
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-0.1-0.10.92220184850.42601172560.326011725695.9454242
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-0.2-0.10.80991834990.26327863430.163278634396.10870283
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-0.3-0.10.369870125-0.09965920279-0.199659202895.90904363
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-0.4-0.10.2349531678-0.2167894374-0.316789437495.59225419
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-0.5-0.10.55002163640.03771480339-0.0622851966195.52996899
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