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Investment Performance with Monte Carlo Simulation

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15 Jul 2010CPOL3 min read 27.7K   703   17  
Provides a class for random sampling of an approximated normal distribution and a form which implements a simple investment example.
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Written By
Software Developer
United States United States
I learned my first programming language--Apple Basic--in 1989. Over the years, I've done projects in C/C++, Pascal, FoxPro, 4D, AS/400, dBase, perl/CGI, Access, MSSQL, VB5-6/COM+, Classic ASP, uncounted legions of Windows, Mac, and *nix scripting languages and now C# ASP.NET/MVC/Razor/jQuery.

I started getting paid to do this stuff in 1993 as the admin for a 100 node network and began writing one-off apps for the company in my spare time. By 2002, I was developing and managing enterprise software projects full time.

I sat through so many Microsoft classes that they should offer me an honorary MCSE, MCSD, and a bunch of other letters, plus name something on campus after me. I took an undergraduate degree in Management & Business Information Systems, earned an MBA, and I hold a PMP credential, though trying to bring projects to successful completion (as opposed to tracking processes into perpetuity) using the PMBOK is like trying to get to a nice restaurant in a big city by reading a book about its architecture. But, I digress...

I've worked in the building materials industry supporting wholesale trading since 1993. I maintain an unhealthy level of interest in exchange-based and cash forward trading, derivatives, simulation, forecasting, project management, and other quantitative analysis topics (e.g. queue theory, optimal inventory policy, etc.) Most recently, I finished a Systems Science certificate in Computer Modeling & Simulation.

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