Simulación 5.0
Free Monte Carlo Excel Add-in & Stochastic Optimization tool
About this Software
About this Software
Simulación 5.0 is a complete yet lightweight free Monte Carlo simulation add-in that integrates with Microsoft Excel.
Simulación 5.0 is a complete yet lightweight free Monte Carlo simulation add-in that integrates with Microsoft Excel.
It provides one of the most comprehensive libraries of statistical functions compared even with commercial Monte Carlo add-ins like Palisade @Risk, ModelRisk, or Crystal Ball, including more than one-hundred and fifty common and uncommon probability distribution functions listed below.
It provides one of the most comprehensive libraries of statistical functions compared even with commercial Monte Carlo add-ins like Palisade @Risk, ModelRisk, or Crystal Ball, including more than one-hundred and fifty common and uncommon probability distribution functions listed below.
With Simulación 5.0, you can perform Value at Risk (VaR) analysis, risk assessment, business modeling evaluation, regression analysis, hypothesis testing, and other complex statistical analyses while maintaining the flexibility and versatility of Microsoft Excel modeling.
With Simulación 5.0, you can perform Value at Risk (VaR) analysis, risk assessment, business modeling evaluation, regression analysis, hypothesis testing, and other complex statistical analyses while maintaining the flexibility and versatility of Microsoft Excel modeling.
In addition to its Monte Carlo capabilities, Simulación 5.0 also includes other powerful features, such as bootstrapping capabilities, data-to-distribution fitting tool and a proprietary optimization genetic algorithm called OptiSim, that allows you to perform stochastic optimization combining Monte Carlo simulation with genetic algorithm to determine optimal decisions.
In addition to its Monte Carlo capabilities, Simulación 5.0 also includes other powerful features, such as bootstrapping capabilities, data-to-distribution fitting tool and a proprietary optimization genetic algorithm called OptiSim, that allows you to perform stochastic optimization combining Monte Carlo simulation with genetic algorithm to determine optimal decisions.
With its extensive library of probability distributions, statistical functions, optimization algorithms, and simplicity, Simulación 5.0 is a must-have tool for anyone looking to take their data analysis to the next level for free.
With its extensive library of probability distributions, statistical functions, optimization algorithms, and simplicity, Simulación 5.0 is a must-have tool for anyone looking to take their data analysis to the next level for free.
Completely integrated with Excel
Completely integrated with Excel
Excel function wizard recognizes Simulacion 5.0 functions and provides description and parameters guidance
Excel function wizard recognizes Simulacion 5.0 functions and provides description and parameters guidance
Graphically review and test parameters on distributions
Graphically review and test parameters on distributions
Each one has a brief explanation, internet references an sytaxis details.
Each one has a brief explanation, internet references an sytaxis details.
Features
Features
- 104 random number functions including its Probability Distribution Function (PDF), Cumulative Distribution Function (CDF) and Quantile or Inverse Cumultative Functions (ICDF) within the following statistical probability distributions
Continuous (Bounded)
Continuous (Bounded)
- Arcsine distribution
- Arcsine distribution
- Bates distribution
- Bates distribution
- Beta distribution
- Beta distribution
- Beta (Alternative) distribution
- Beta (Alternative) distribution
- Bradford distribution
- Bradford distribution
- Cosine distribution
- Cosine distribution
- Double Logarithmic distribution
- Double Logarithmic distribution
- Irwin-Hall distribution
- Irwin-Hall distribution
- Johnson SB distribution
- Johnson SB distribution
- Kumaraswamy distribution
- Kumaraswamy distribution
- Log Triangular distribution
- Log Triangular distribution
- Log Uniform distribution
- Log Uniform distribution
- Logarithmic distribution
- Logarithmic distribution
- Logit-Normal distribution
- Logit-Normal distribution
- Normal (Truncated) distribution
- Normal (Truncated) distribution
- Parabolic distribution
- Parabolic distribution
- Pert distribution
- Pert distribution
- Pert (Alternative) distribution
- Pert (Alternative) distribution
- Pert (Modified) distribution
- Pert (Modified) distribution
- Power distribution
- Power distribution
- Reciprocal distribution
- Reciprocal distribution
- Trapezoidal distribution
- Trapezoidal distribution
- Trapezoidal (Generalized) distribution
- Trapezoidal (Generalized) distribution
- Triangular distribution
- Triangular distribution
- Triangular (Alternative) distribution
- Triangular (Alternative) distribution
- Triangular (Double) distribution
- Triangular (Double) distribution
- U Quadratic distribution
- U Quadratic distribution
- Uniform distribution
- Uniform distribution
- Wigner Spherical distribution
- Wigner Spherical distribution
Continuous (Left-bounded)
Continuous (Left-bounded)
- Beta Prime distribution
- Beta Prime distribution
- Burr distribution
- Burr distribution
- Chi distribution
- Chi distribution
- Chi square distribution
- Chi square distribution
- Dagum distribution
- Dagum distribution
- Erlang distribution
- Erlang distribution
- Exponential distribution
- Exponential distribution
- Fatigue Life distribution
- Fatigue Life distribution
- Fisher distribution
- Fisher distribution
- Frechet distribution
- Frechet distribution
- Gamma distribution
- Gamma distribution
- Gamma (Inverted) distribution
- Gamma (Inverted) distribution
- GBM (Geometric Brownian Motion) distribution
- GBM (Geometric Brownian Motion) distribution
- Gibrat distribution
- Gibrat distribution
- Gompertz distribution
- Gompertz distribution
- Levy distribution
- Levy distribution
- Log Laplace distribution
- Log Laplace distribution
- Log Logistic distribution
- Log Logistic distribution
- Log Logistic (Alternative) distribution
- Log Logistic (Alternative) distribution
- Log Normal distribution
- Log Normal distribution
- Log Normal (Alternative) distribution
- Log Normal (Alternative) distribution
- Lomax distribution
- Lomax distribution
- Maxwell-Boltzmann distribution
- Maxwell-Boltzmann distribution
- Normal (Folded) distribution
- Normal (Folded) distribution
- Normal (Inverted) distribution
- Normal (Inverted) distribution
- Pareto distribution
- Pareto distribution
- Pareto (Generalized) distribution
- Pareto (Generalized) distribution
- Pearson's Type 6 distribution
- Pearson's Type 6 distribution
- Rayleigh distribution
- Rayleigh distribution
- Weibull distribution
- Weibull distribution
- Weibull (Alternative) distribution
- Weibull (Alternative) distribution
Continuous (Unbounded)
Continuous (Unbounded)
- Cauchy distribution
- Cauchy distribution
- Error Function distribution
- Error Function distribution
- Extreme Value (Generalized) distribution
- Extreme Value (Generalized) distribution
- Extreme Value Minimum distribution
- Extreme Value Minimum distribution
- Generalized Error distribution
- Generalized Error distribution
- Gumbel distribution
- Gumbel distribution
- Hyperbolic Secant distribution
- Hyperbolic Secant distribution
- Johnson SU distribution
- Johnson SU distribution
- Laplace distribution
- Laplace distribution
- Logistic distribution
- Logistic distribution
- Logistic (Generalized) distribution
- Logistic (Generalized) distribution
- Myerson distribution
- Myerson distribution
- Normal distribution
- Normal distribution
- Normal (Generalized Type 1) distribution
- Normal (Generalized Type 1) distribution
- Normal (Generalized Type 2) distribution
- Normal (Generalized Type 2) distribution
- Skew Normal distribution
- Skew Normal distribution
- Student T distribution
- Student T distribution
Discretes
Discretes
- Benford distribution
- Benford distribution
- Bernoulli distribution
- Bernoulli distribution
- Beta Binomial distribution
- Beta Binomial distribution
- Beta Binomial (Negative) distribution
- Beta Binomial (Negative) distribution
- Beta Geometric distribution
- Beta Geometric distribution
- Binomial distribution
- Binomial distribution
- Binomial Negative distribution
- Binomial Negative distribution
- Borel distribution
- Borel distribution
- Conway-Maxwell-Binomial distribution
- Conway-Maxwell-Binomial distribution
- Conway-Maxwell-Poisson distribution
- Conway-Maxwell-Poisson distribution
- Delaporte distribution
- Delaporte distribution
- Gauss-Kuzim distribution
- Gauss-Kuzim distribution
- Geometric distribution
- Geometric distribution
- Hypergeometric distribution
- Hypergeometric distribution
- Hypergeometric (Negative) distribution
- Hypergeometric (Negative) distribution
- Logarithmic Series distribution
- Logarithmic Series distribution
- Pascal distribution
- Pascal distribution
- Poisson distribution
- Poisson distribution
- Polya distribution
- Polya distribution
- Rademacher distribution
- Rademacher distribution
- Skellam distribution
- Skellam distribution
- Uniform (Discrete) distribution
- Uniform (Discrete) distribution
- Weibull (Discrete) distribution
- Weibull (Discrete) distribution
- Yule distribution
- Yule distribution
- Zeta distribution
- Zeta distribution
- Zipf Law distribution
- Zipf Law distribution
- Zipf-Mandelbrot distribution
- Zipf-Mandelbrot distribution
Specials
Specials
User Defined; Truncate; Compound; Bootstrap; Discretize
User Defined; Truncate; Compound; Bootstrap; Discretize
- 7 different copula models to correlate the random variables
Copulas
Copulas
Ellipticals: Normal; T
Ellipticals: Normal; T
Archimedean: Clayton; Gumbel; Frank; Joe; AMH.
Archimedean: Clayton; Gumbel; Frank; Joe; AMH.
- Latin Hypercube, pure Monte-Carlo or Sobol Sequences sampling methods.
- Stochastic optimization.
- Linear congruence, Mersenne Twister or Xorshift PRNG.
- Simulation results presented in screen and also can be exported back to excel.
- User-Defined templates for exporting results.
- Best Fit distribution tool.
- Bootstrapping tool.
- Embedded Help File linked to Excel function wizzard.
- English, Spanish, Indonesian and Italian user interface.
Author
Author
José Ricardo Varela
José Ricardo Varela
Bio
Bio
Senior finance executive with over 15 years of solid international experience in the areas of corporate finance, strategic planning, M&A and management information systems. Highly successful in developing and managing processes and teams aimed at providing information and financial analysis to support the strategic decision-making process. Experienced in managing financial, accounting and tax due diligence processes of transactions of debt and equity.
Senior finance executive with over 15 years of solid international experience in the areas of corporate finance, strategic planning, M&A and management information systems. Highly successful in developing and managing processes and teams aimed at providing information and financial analysis to support the strategic decision-making process. Experienced in managing financial, accounting and tax due diligence processes of transactions of debt and equity.
Mail: varelajosericardo@gmail.com
Linkedin: https://www.linkedin.com/in/josé-ricardo-varela-6410628
Testing and Documentation
Testing and Documentation
Budana Prijadi
Budana Prijadi
Bio
Bio
Experienced processing industries (mineral processing focus) instrumentation and process control engineer with a graduate degree in business and financial modeling skills. A firm supporter of data driven organizations.
Experienced processing industries (mineral processing focus) instrumentation and process control engineer with a graduate degree in business and financial modeling skills. A firm supporter of data driven organizations.
Mail: bprijadi@gmail.com
Linkedin: www.linkedin.com/in/budana-prijadi
Localization contributors
Localization contributors
English - By José Ricardo Varela and Budana Prijadi
Spanish - By José Ricardo Varela
Indonesian - By Budana Prijadi
Italian - By Franco Anzani
French - By Akil Zaimi
We are looking for new contributors to add more user-interface translations
We are looking for new contributors to add more user-interface translations
If you liked this software and you found it useful, please feel free to contribute
If you liked this software and you found it useful, please feel free to contribute