Search found 4 matches

by Retired
Tue Jul 14, 2015 3:39 am
Forum: General questions and comments
Topic: Standard Deviation
Replies: 5
Views: 4697

Re: Standard Deviation

Jim, Took a look at the spreadsheet. It does not run correctly and gives an error when open. Maybe something in this old spreadsheet is not supported in 2013 version of excel. Not able to run any simulation but still able to look at the VBA code and get an idea. I can see where the STD is multiplied...
by Retired
Fri Jul 10, 2015 2:19 am
Forum: General questions and comments
Topic: Standard Deviation
Replies: 5
Views: 4697

Re: Standard Deviation

Jim,

Thanks for the pointer, I will take a look at the code and see if I can figure it out. I have to travel for a few days, but will take a look when I return. Thanks again. Will follow up after I have a chance to look it over.

Regards
by Retired
Wed Jul 08, 2015 11:26 pm
Forum: General questions and comments
Topic: Standard Deviation
Replies: 5
Views: 4697

Re: Standard Deviation

Jim, Thanks very much for the quick reply. Yes, I can see each year port value change by clicking run simulation repeatedly. This is the effect of the random number between 0 and 1 that you explained. For one year, is there ~250 days of data for that years calculations? I do not fully understand the...
by Retired
Wed Jul 08, 2015 5:19 am
Forum: General questions and comments
Topic: Standard Deviation
Replies: 5
Views: 4697

Standard Deviation

Trying to understand the implementation of standard deviation in the simulation. Just with focus on SD and not taking any withdrawals, the variance of each year Bottom, Top, port value becomes wider and wider. Using a 5% return and 10% SD, starting taxable balance of 1000, and a 20 Year run, .....ye...