Monte Carlo Simulations ¶

This tutorial demonstrates one way of performing Monte Carlo style simulations in Excel by setting input cells to values from random distributions and sampling the output many times.

The code accompanying this video can be found here https://github.com/pyxll/pyxll-examples/tree/master/montecarlo.

Also see Macro Functions in the user guide.

• 00:00 - Intro
• 00:36 - Example use case
• 01:17 - PyXLL
• 01:35 - Background explaination
• 02:11 - Writing a Python Excel macro
• 02:33 - The three point ‘PERT’ distribution
• 03:52 - Running the macro in Excel
• 04:18 - Writing the main Python code
• 06:08 - Plotting the input distributions
• 07:38 - The Monte Carlo simulation
• 12:40 - Improving the performance
• 15:41 - Extracting and plotting the results
• 17:46 - Making it reusable
• 18:58 - Wrapping up