Excel and VBA script for monte carlo simulation - some statistics needed

완료 등록 시간: Jan 17, 2016 착불
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Hello,

I\'d like somoene to code for me an Excel script, I\'m guessing which will require custom VBA coding, that performs a monte carlo style simulation based on some very simple betting assumptions. This is extremely straightforward. The only part that\'s not as basic is the \"Probability distribution\" part below, which requires some understanding of statistics.

- Specifics -

Assume I\'m betting in such a way that I win 50% of the time, lose 50% of the time. When I win, my typical return is 0.45% of my total bankroll. When I lose, my typical return is [url removed, login to view]% of my total bankroll.

Assume that my total bankroll is $100,000.

Assume each bet ranges randomly between being between $375,000 and $750,000.

Assume that I\'m paying a commission on my bets at a rate $0.000051 per $1 bet and subtract that from total bankroll on each bet.

-Probability distribution of returns-

In each bet simulation, you need to assume my average [url removed, login to view]% loss amount can range from between [url removed, login to view]% and [url removed, login to view]%. So you\'ll need to figure out some kind of statistical formula that assumes a certain dispersion/distribution so that values fall in that range, yet the average still equals [url removed, login to view]%. It should look somewhat like a bell curve in distribution, but adjusted to accommodate the dispersion I\'m assuming.

For winners, the same applies, but the average 0.45% win amount needs to vary between 1.50% and a minimum 0.05%.

-Changeable inputs and user interface-

In the excel script, I\'d like to be able to easily change all of the above variables (numbers), each as a cell I can change, and once they are set, I\'d like to choose how many bets I\'d like to simulate. So once I enter, say, 5000 bets, then I\'d like to hit RUN and it runs the simulation.

I\'d like the output to include a chart, a simple line chart, where the Y axis is Total bankroll (i.e., total capital in $) and the X axis is Number of Bets (i.e., cumulative count of bets). I\'ll be super happy if you can make the chart progress/draw live as the simulation is occurring.

I\'d also like it to return as a percentage separately from the chart a figure called \"Maximum draw down\" which is expressed as a percent. Maximum draw down means that if you were to chart your cumulative $ returns over time as you bet, a draw downs are the moves down, in percentage terms, that you see on the chart after dropping below a previous high before the chart reaches a new high.

The maximum draw down figure I\'d like in the output is the maximum (i.e., one highest) drawn down over the entire period of the chart. I\'d also love if this number live updates with the simulation. In addition to expressing the % maximum drawdown, I\'d also like to know how many bets it required before reaching a new high (i.e., how many bets before the max draw down ended).

- Bids-

That is all. The only other thing I\'d like is simple instructions for how to run the script, because I\'m not very familiar with running custom scripts in Excel.

I\'d like this as fast as possible, but there is no strict deadline. So please note in your bid how long you estimate this will take, and I\'ll consider time vs. cost.

Thanks for your bids!

If the probability distribution stuff is too complicated, I'm willing to accept a random distribution between the max and min range. Just please make a note in your bid.

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2 건(제안서) 재택 근무형 프로젝트 서비스 이용 중: Jan 17, 2016

수상자:

rinabuoy13

Hello there, I have been working excel and vba for multiple engineering application. I have built monte carlo simulation in vba as well. Looking to hearing from you. Regards

$166 USD (3일 이내)
(10건의 리뷰)
3.6

이 일자리에 대한 프리랜서 2 명의 평균 입찰가: $166

aljar

A proposal has not yet been provided

$166 USD (6일 이내)
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0.0