chapter18b
UN-12GSimulating Lognormal Price Paths with VBAPress Ctrl+A to operate macroDayStockprice0 30.00 Runs 125 chart title1 29.99 Starttime2:40:35 Lognormal Price Simulation Parameters: Mean = 20.00%, Sigma = 30.00%2 30.15 Stoptime 2:40:353 30.66 Elapsed 0:00:00 Initial price 304 30.34 Mean 20%5 29.93 Counter 107 Sigma 30%6 29.757 29.838 29.949 29.6010 29.3711 29.5612 29.3513 28.5314 28.2415 28.0916 27.6317 26.4918 26.4719 25.7820 25.44 Note: You may have to rescale the y-axis on the graph21 24.90 for some runs of the simulation.22 24.8423 25.5124 25.4225 25.0626 25.0727 25.2128 25.8729 25.7230 26.1131 25.9732 25.8833 25.7334 25.5635 25.7036 26.1037 25.0038 24.9639 24.6940 24.8741 24.3042 24.6443 25.4344 24.8745 25.9846 26.4647 25.9548 25.7349 25.6550 25.4851 25.3552 25.2753 25.5354 25.5455 25.9756 26.3157 26.4258 26.5359 26.7460 26.9961 27.5062 27.6963 28.3864 28.1265 27.6866 27.7067 28.3668 28.4869 28.9270 28.7971 29.1672 28.5373 28.7074 28.8575 27.6776 28.5377 29.1078 28.6979 28.4080 29.3581 30.1982 29.8683 29.9284 30.0985 30.4286 30.8387 30.8988 30.6389 30.1190 30.5991 29.8792 29.9993 28.9594 29.5995 28.8096 28.8597 28.6698 28.9199 28.88100 30.02101 30.63102 30.54103 30.30104 30.60105 30.64106 30.32107 30.23108 30.41109 30.59110 30.56111 30.80112 30.04113 29.17114 28.72115 29.18116 28.49117 28.52118 28.86119 29.00120 29.22121 29.09122 29.29123 29.70124 30.77125 29.68126 29.64127 30.00128 30.36129 30.16130 30.24131 29.97132 30.33133 29.00134 28.96135 29.06136 29.07137 28.84138 28.81139 29.02140 29.23141 30.55142 30.07143 29.63144 29.21145 29.45146 29.27147 29.54148 28.68149 28.20150 28.59151 29.30152 29.45153 29.11154 29.64155 30.15156 30.22157 30.30158 28.79159 28.97160 29.69161 30.73162 30.13163 30.26164 30.68165 30.86166 31.57167 31.36168 31.47169 29.96170 29.62171 29.04172 29.72173 29.62174 30.57175 30.80176 30.30177 30.07178 30.07179 30.59180 30.70181 30.36182 29.44183 29.99184 29.12185 28.51186 28.44187 28.15188 29.28189 30.06190 31.11191 32.04192 32.32193 33.07194 34.24195 34.34196 34.42197 34.85198 34.82199 34.18200 34.62201 35.06202 36.13203 35.29204 34.88205 35.97206 35.48207 35.35208 35.82209 35.96210 36.28211 36.62212 36.09213 34.33214 34.33215 34.85216 35.15217 34.96218 33.77219 33.52220 33.98221 34.91222 34.64223 34.37224 34.45225 34.94226 35.28227 35.81228 36.47229 36.84230 37.33231 37.13232 36.87233 36.46234 37.87235 37.21236 37.83237 38.41238 38.09239 37.75240 38.14241 37.85242 36.90243 36.49244 37.43245 36.73246 35.89247 36.03248 36.91249 37.44250 36.42Lognorm al Price Sim ulation Param eters: Mean = 20.00%, Sigm a = 30.00%2502001501005002022242628303234363840DayStock price ($)A B C D E F G H I J K L M N O P Q123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253UN-12G用VBA模拟对数正态分布价格走势按Ctrl+A运行宏命令天股票价格0 30.00 运行 125 图表标题1 29.99 开始时间 2:40:35 对数正态价格的模拟 参数: 均值 = 20.00%, 标准差 = 30.00%2 30.15 结束时间 2:40:353 30.66 逝去时间 0:00:00 初始价格 304 30.34 均值 20%5 29.93 Counter 107 标准差 30%6 29.757 29.838 29.949 29.6010 29.3711 29.5612 29.3513 28.5314 28.2415 28.0916 27.6317 26.4918 26.4719 25.7820 25.44 Note: You may have to rescale the y-axis on the graph21 24.90 for some runs of the simulation.22 24.8423 25.5124 25.4225 25.0626 25.0727 25.2128 25.8729 25.7230 26.1131 25.9732 25.8833 25.7334 25.5635 25.7036 26.1037 25.0038 24.9639 24.6940 24.8741 24.3042 24.6443 25.4344 24.8745 25.9846 26.4647 25.9548 25.7349 25.6550 25.4851 25.3552 25.2753 25.5354 25.5455 25.9756 26.3157 26.4258 26.5359 26.7460 26.9961 27.5062 27.6963 28.3864 28.1265 27.6866 27.7067 28.3668 28.4869 28.9270 28.7971 29.1672 28.5373 28.7074 28.8575 27.6776 28.5377 29.1078 28.6979 28.4080 29.3581 30.1982 29.8683 29.9284 30.0985 30.4286 30.8387 30.8988 30.6389 30.1190 30.5991 29.8792 29.9993 28.9594 29.5995 28.8096 28.8597 28.6698 28.9199 28.88100 30.02101 30.63102 30.54103 30.30104 30.60105 30.64106 30.32107 30.23108 30.41109 30.59110 30.56111 30.80112 30.04113 29.17114 28.72115 29.18116 28.49117 28.52118 28.86119 29.00120 29.22121 29.09122 29.29123 29.70124 30.77125 29.68126 29.64127 30.00128 30.36129 30.16130 30.24131 29.97132 30.33133 29.00134 28.96135 29.06136 29.07137 28.84138 28.81139 29.02140 29.23141 30.55142 30.07143 29.63144 29.21145 29.45146 29.27147 29.54148 28.68149 28.20150 28.59151 29.30152 29.45153 29.11154 29.64155 30.15156 30.22157 30.30158 28.79159 28.97160 29.69161 30.73162 30.13163 30.26164 30.68165 30.86166 31.57167 31.36168 31.47169 29.96170 29.62171 29.04172 29.72173 29.62174 30.57175 30.80176 30.30177 30.07178 30.07179 30.59180 30.70181 30.36182 29.44183 29.99184 29.12185 28.51186 28.44187 28.15188 29.28189 30.06190 31.11191 32.04192 32.32193 33.07194 34.24195 34.34196 34.42197 34.85198 34.82199 34.18200 34.62201 35.06202 36.13203 35.29204 34.88205 35.97206 35.48207 35.35208 35.82209 35.96210 36.28211 36.62212 36.09213 34.33214 34.33215 34.85216 35.15217 34.96218 33.77219 33.52220 33.98221 34.91222 34.64223 34.37224 34.45225 34.94226 35.28227 35.81228 36.47229 36.84230 37.33231 37.13232 36.87233 36.46234 37.87235 37.21236 37.83237 38.41238 38.09239 37.75240 38.14241 37.85242 36.90243 36.49244 37.43245 36.73246 35.89247 36.03248 36.91249 37.44250 36.42对数正态价格的模拟参数 : 均值 = 20.00%, 标准差 = 30. 0%2502001501005002022242628303234363840天股票价格($)A B C D E F G H I J K L M N123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253UN-12GSimulating Lognormal Price Paths with VBADayStockprice0 30.001 29.902 29.783 30.054 30.495 30.626 30.277 29.628 29.389 28.7310 28.8211 29.1812 29.5713 29.3814 29.1915 28.9416 29.1517 29.1418 29.4819 29.7320 29.9721 30.0222 29.6123 29.4524 29.5025 29.8526 29.4127 29.6028 29.9929 29.8730 30.3831 30.0532 30.1833 30.0534 29.9935 30.1736 30.6637 31.2738 31.3439 31.4040 31.6641 32.0342 31.8943 31.6844 31.7045 32.6346 32.1147 31.8348 31.8149 32.3150 32.3451 33.8052 33.7553 34.4954 34.0355 33.3856 33.3857 33.4758 33.2359 33.5460 33.5561 33.7662 34.4963 34.5664 34.0765 33.1666 32.4067 31.5268 32.0669 31.9170 32.3271 32.1272 32.5673 32.7174 32.5575 32.0176 31.9777 31.5378 31.1479 30.8280 31.4881 31.4382 31.8183 31.9784 30.9385 30.6386 30.0587 29.5188 29.8689 29.4890 30.1791 29.6792 30.0893 30.6194 30.7495 30.9096 31.5597 31.7598 31.5899 30.99100 31.07101 31.05102 31.28103 30.79104 29.98105 29.38106 28.94107 28.48108 28.06109 28.19110 28.21111 28.32112 28.95113 28.61114 28.56115 28.85116 28.77117 28.88118 29.51119 28.84120 28.26121 27.63122 28.63123 28.67124 28.22125 28.26126 28.68127 28.40128 27.96129 28.24130 28.80131 28.99132 29.33133 29.28134 29.67135 30.28136 30.64137 30.42138 30.08139 29.77140 29.49141 29.50142 29.91143 30.02144 30.30145 29.94146 29.85147 29.82148 29.84149 29.82150 29.91151 29.26152 28.82153 28.33154 28.17155 28.71156 28.39157 28.14158 28.22159 28.23160 28.57161 28.92162 28.79163 28.49164 28.34165 28.68166 28.51167 27.96168 27.84169 27.95170 27.41171 27.26172 27.63173 28.12174 27.83175 27.04176 27.20177 27.39178 26.97179 27.00180 26.31181 26.63182 26.79183 27.26184 27.27185 27.20186 27.07187 27.13188 27.19189 26.99190 26.80191 27.12192 27.22193 26.80194 27.43195 27.82196 28.00197 27.72198 27.77199 27.76200 28.53201 28.41202 28.61203 28.92204 28.71205 28.45206 28.37207 28.54208 28.48209 28.12210 27.75211 28.46212 28.28213 28.40214 28.09215 27.62216 27.22217 26.48218 26.21219 27.23220 28.05221 27.56222 27.51223 27.22224 27.70225 27.98226 27.54227 27.23228 27.63229 26.96230 26.48231 25.96232 26.11233 26.01234 25.98235 26.71236 26.03237 25.37238 25.04239 24.99240 25.18241 25.21242 25.09243 25.53244 25.57245 24.97246 25.26247 25.23248 24.88249 24.72250 24.59A B123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253UN-12G用VBA模拟对数正态分布价格路径天股票价格0 30.001 29.902 29.783 30.054 30.495 30.626 30.277 29.628 29.389 28.7310 28.8211 29.1812 29.5713 29.3814 29.1915 28.9416 29.1517 29.1418 29.4819 29.7320 29.9721 30.0222 29.6123 29.4524 29.5025 29.8526 29.4127 29.6028 29.9929 29.8730 30.3831 30.0532 30.1833 30.0534 29.9935 30.1736 30.6637 31.2738 31.3439 31.4040 31.6641 32.0342 31.8943 31.6844 31.7045 32.6346 32.1147 31.8348 31.8149 32.3150 32.3451 33.8052 33.7553 34.4954 34.0355 33.3856 33.3857 33.4758 33.2359 33.5460 33.5561 33.7662 34.4963 34.5664 34.0765 33.1666 32.4067 31.5268 32.0669 31.9170 32.3271 32.1272 32.5673 32.7174 32.5575 32.0176 31.9777 31.5378 31.1479 30.8280 31.4881 31.4382 31.8183 31.9784 30.9385 30.6386 30.0587 29.5188 29.8689 29.4890 30.1791 29.6792 30.0893 30.6194 30.7495 30.9096 31.5597 31.7598 31.5899 30.99100 31.07101 31.05102 31.28103 30.79104 29.98105 29.38106 28.94107 28.48108 28.06109 28.19110 28.21111 28.32112 28.95113 28.61114 28.56115 28.85116 28.77117 28.88118 29.51119 28.84120 28.26121 27.63122 28.63123 28.67124 28.22125 28.26126 28.68127 28.40128 27.96129 28.24130 28.80131 28.99132 29.33133 29.28134 29.67135 30.28136 30.64137 30.42138 30.08139 29.77140 29.49141 29.50142 29.91143 30.02144 30.30145 29.94146 29.85147 29.82148 29.84149 29.82150 29.91151 29.26152 28.82153 28.33154 28.17155 28.71156 28.39157 28.14158 28.22159 28.23160 28.57161 28.92162 28.79163 28.49164 28.34165 28.68166 28.51167 27.96168 27.84169 27.95170 27.41171 27.26172 27.63173 28.12174 27.83175 27.04176 27.20177 27.39178 26.97179 27.00180 26.31181 26.63182 26.79183 27.26184 27.27185 27.20186 27.07187 27.13188 27.19189 26.99190 26.80191 27.12192 27.22193 26.80194 27.43195 27.82196 28.00197 27.72198 27.77199 27.76200 28.53201 28.41202 28.61203 28.92204 28.71205 28.45206 28.37207 28.54208 28.48209 28.12210 27.75211 28.46212 28.28213 28.40214 28.09215 27.62216 27.22217 26.48218 26.21219 27.23220 28.05221 27.56222 27.51223 27.22224 27.70225 27.98226 27.54227 27.23228 27.63229 26.96230 26.48231 25.96232 26.11233 26.01234 25.98235 26.71236 26.03237 25.37238 25.04239 24.99240 25.18241 25.21242 25.09243 25.53244 25.57245 24.97246 25.26247 25.23248 24.88249 24.72250 24.59A B123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253Page 502 chartPage 5L o g n o r m a l P r i c e S i m u l a t i o nT e c h n i c a l A n a l y s i s3 0 02 5 02 0 01 5 01 0 05 002 02 22 42 62 83 03 23 43 63 8D a yStockprice($)H e a dS h o u ld e rsF lo o rPage 502 chart中文Page 6对 数 正 态 分 布 价 格 模 拟技 术 分 析3 0 02 5 02 0 01 5 01 0 05 002 02 22 42 62 83 03 23 43 63 8天股票价格($)头 部肩 部底 部