Monte Carlo Simulation?

I'm running SQL Server 2012.. .wondering if anyone has seen any procedures of functions for doing Monte Carlo simulations on financial data such as the stock markets.

Seems there may be a function in 2016, but we're not there yet.

Anyone have experience in this area?
Thank you!

(I'm also using Coldfusion if there is something there too)
LVL 39
gdemariaAsked:
Who is Participating?
 
Mark WillsConnect With a Mentor Topic AdvisorCommented:
Microsoft does have some code to download - albeit not for financials.

Havent looked at it, so cant really help other than : https://msdn.microsoft.com/en-us/library/gg557481.aspx

Hope there are other experts around to help you.

A quick google search also found : http://westclintech.com/Blog/tabid/132/EntryId/28/Monte-Carlo-Simulation-in-SQL-Server.aspx
0
 
Ganesh GuruduConnect With a Mentor Senior ConsultantCommented:
check this SQL Server stored procedure with Monte Carlo simulation for roulette wheel.

http://www.sqlusa.com/bestpractices/casinoroulette/
0
Question has a verified solution.

Are you are experiencing a similar issue? Get a personalized answer when you ask a related question.

Have a better answer? Share it in a comment.

All Courses

From novice to tech pro — start learning today.