Monte Carlo and spreadsheets

I couldn't find any posts I had put up on this technique. I run Monte Carlo simulations (as many as you have the patience for - I did 200 runs) in Amibroker and then export the data to a spreadsheet.

The graphs shown above were done using Open Office, but any decent spreadsheet software will do (although OpenOffice is free for those that are frugal with their dollars :) ). I have done the same thing using Excel as well. I didn't generate the data for these graphs but the technique is quite easy once you master how to work out how to auto generate the "Bins" for the frequency distribution.

I put this up on ASF in response to a question - I haven't visited ASF for nearly a year.

regards

stevo