How can I use VBA to construct a correlation matrix of several assumptions (all triangular distributions)? I'm guessing the routine cb.CorrelationMatrix will...
I am running a simulation of the performance of a 10-asset portfolio, where the random variables are the monthly rates of return for each of the 10 assets. I...
If the correlations are identical for each month I would try the following: I would set up the Crystal Ball assumptions for the 10 variables with their ...
Do I understand you correctly, you have 100 correlations within a given month? Frank Feuquay Senior Analyst Fundamental Analysis, Market Analysis FPL Energy ...
Jim, Thanks, I will try that. I avoided that approach in the beginning because I tought it would destroy the independence among the months. I'll do a test...
Jim is correct. Jerry ... given ... contain ... intended ... hereby ... of the ... STRICTLY ... please notify ... and its ... <cbug2@yahoogroups.com> ... with...
Jim, I tried this. First I tested it on a very simple simulation to convince myself that the random variables from period to period would not end up...
It could be that it's just too many periods. Try your problem but say for only 12 months and see what happens. I know I had a model once that was doing...
Are you aware of the correlation assumption maximum? Frank Feuquay Senior Analyst Fundamental Analysis, Market Analysis FPL Energy 700 Universe Blvd Juno...
No I don't know what the maximum is but I suspect that there's a good chance it's been exceeded in Jerry's model. Jim McBurney mcburnjc@... ... From:...
Thanks, again, Jim. I tried the model on only 36 months and it seemed to work fine. However, I do need it to run for the full 72 months. It appears that this...
The maximum number of serial correlations is 200. Frank Feuquay Senior Analyst Fundamental Analysis, Market Analysis FPL Energy 700 Universe Blvd Juno Beach,...
I'm not aware whether other software would overcome the problem or not. The only work around that springs to mind would be to run the model for 36 months. Take...
There are two other solutions (maybe even three) to a multiple correlation problem... 1) depending upon the extent of the correlation you can get CB to tell...
Has anyone used CB in PV, FV, or PMT calculations? I'm trying to run CB on an investment rate of return within the function. Is this possible? i.e. would it...
I have used it in calculating a distribution NPVs and IRRs. Frank Feuquay Senior Fundamental Analyst Fundamental Analysis, Market Analysis FPL Energy 700...
In my view what is and isn't possible is down to how you construct your spreadsheet. If you can construct functions so their parameters reference Excel cells...
There is a new version of CB available... http://www.crystalball.com/upgrades.html Functionally, the biggest difference you may see is that it *officially*...
Several of the contributors to this forum (including me) will be attending the Decision Analysis Affinity Group annual meeting in San Francisco at the end of...
Dear all, I am trying out CB right now to see if I can incorporate Monte Carlo simulation into my futures trading system analysis. Running a historical test of...
Hi guys! Has anyone worked with a variable on which he appointed a beta distribution? When it comes to beta, CB asks for three parameters: alpha, beta and ...
Question 1: If you have some historic daily change data, yes get CB fit a distribution to it. Will all equities have the same distribution? May be worth...
Bill, Thank you very much for the informative reply! I was a little stuck yesterday because I couldn't find the copy and paste function in CB. With your...
Hi Jimmy, Glad to be of some use. Tried to send this to you direct rather than post to news group but your postmaster keeps blocking my e-mails Re Latin hyper...
In earlier versions of CB (I am now using CB 2000) I distinctly remember having the option to include forecasts only, assumptions only, or both assumptions and...
I have a macro that I have defined in the "Run Preference" to execute prior to each sample within a simulation. Works well except that when I get CB to...
I am attempting to adapt the example on "Critical Pathway/Time to Market" to the design of a medical device clinical trial. I have a basic question: How are...
Dear Dr. Ivanhoe, The Critical Pathway model is applicable to one aspect of clinical trials: projection of how long it will take a sequence of trials to ...
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