+ Reply to Thread
Results 1 to 3 of 3

Monte Carlo Simulation

  1. #1
    Registered User
    Join Date
    03-13-2009
    Location
    London, England
    MS-Off Ver
    Excel 2016
    Posts
    98

    Monte Carlo Simulation

    Hi, I have 200 stocks, where I calculate the percentage change of the price on a daily basis. I am looking for the top 5 gainers on a daily basis. My test is to prove that by randomnly picking 5 stocks on a daily basis, the chances of all 5 chosen stocks being in the top 5 gainers is really slim. I have no idea how to go around doing this. Any ideas? Thanks

  2. #2
    Registered User
    Join Date
    08-18-2011
    Location
    Denver Colorado
    MS-Off Ver
    Excel 2007
    Posts
    65

    Re: Monte Carlo Simulation

    Could you post a workbook with your data and something showing your desired end product?

  3. #3
    Registered User
    Join Date
    03-13-2009
    Location
    London, England
    MS-Off Ver
    Excel 2016
    Posts
    98

    Re: Monte Carlo Simulation

    Thanks for your response. I have attached a workbook. The Raw Data tab contains historical data for the 200 stocks. Tab (Todays close - Yesterdays Close) is where I have calculate the Percentage change of the stock price for all 200. So its a game where, I have to pick 5 stocks which I think will be in the top 5 gainers on each data. I need to be able to show via some simulation that all 5 impossible to pick. Within this Tab(Todays close - Yesterdays Close), Cells ALQ31:ATI37 have the statistics on each day what rank the stock achieved (highest to lowest) Columns ALQ to ATI show on each day out of 200 where the stock performed i.e 1 is Highest % change and 200 lowest % change. Tab (Summary) just shows how many times the stock came 1st,2nd,3rd,4th and 5th.

    I need to prove that it is impossible to pick the 5!
    Attached Files Attached Files

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1