The spreadsheet details are shown in the following tables—representative data is shown in Table 1 and the cell functions are displayed in Table 2.(15) Only the portion of the spreadsheet relating to stockA is shown—a similar set of adjacent cells on the same spreadsheet is used for stockB.
Table 1. The Input (parameter) section of the spreadsheet is shown at the top, and the first nine rows of the Output section are shown in the bottom half of the Table.
A 
B 
C 
D 
E 
F 
G 
H 
I 


1 
PhaseSensitive StockPrice Simulator 

2 
12 Mar 99 

3 
Stock A 
Phase 1 
0 degrees 

4 
Input: 
2 
45 degrees 

5 
Periods/cycle (N) 
52 
3 
90 degrees 

6 
Phase (choose, 1 to 8) (f) 
5 
4 
135 degrees 

7 
Share price, initial (p_{0}) 
$15.00 
5 
180 degrees 

8 
Growth rate per period % (g) 
0.50% 
6 
225 degrees 

9 
Saw tooth multiplier % (s) 
120% 
7 
270 degrees 

10 
Randomness % (r) 
50% 
8 
315 degrees 

11 

12 
Output: 

13 
Standard deviationA 
$6.29 

14 
Correlation coefficient (rA,B) 
0.552 

15 
Final 

16 
Period 
Offset 
ModNorm 
Sawtooth 
RandNo 
Price 

17 
t_{n} 
F_{n} 
M_{n} 
St_{n} 
R_{n} 
pg_{n} 
ps_{n} 
pr_{n} 
A 
18 
0 
26 
0.5000 
0.0000 
0.0000 
$15.00 
$0.00 
$0.00 
$15.00 
19 
1 
27 
0.5192 
0.0385 
0.1499 
$15.08 
($0.69) 
$1.13 
$15.52 
20 
2 
28 
0.5385 
0.0769 
0.4607 
$15.15 
($1.38) 
$3.49 
$17.26 
21 
3 
29 
0.5577 
0.1154 
0.4307 
$15.23 
($2.08) 
$3.28 
$16.43 
A 
B 
C 
Period 
Offset 
ModNorm 
t_{n} 
F_{n} 
M_{n} 
0 
=A18+CHOOSE($E$6,0,$E$5/8,$E$5/4,3*$E$5/8,$E$5/2,5*$E$5/8,3*$E$5/4,7*$E$5/8) 
=MOD(B18,$E$5)/$E$5 
1 
=A19+CHOOSE($E$6,0,$E$5/8,$E$5/4,3*$E$5/8,$E$5/2,5*$E$5/8,3*$E$5/4,7*$E$5/8) 
=MOD(B19,$E$5)/$E$5 
2 
=A20+CHOOSE($E$6,0,$E$5/8,$E$5/4,3*$E$5/8,$E$5/2,5*$E$5/8,3*$E$5/4,7*$E$5/8) 
=MOD(B20,$E$5)/$E$5 
D 
E 
Sawtooth 
RandNo 
St_{n} 
R_{n} 
=2*IF(C18<=0.25,C18,(IF(C18<=0.5,0.5C18,(IF(C18<=0.75,0.5C18,(IF(C18<=1,1+C18))))))) 
0 
=2*IF(C19<=0.25,C19,(IF(C19<=0.5,0.5C19,(IF(C19<=0.75,0.5C19,(IF(C19<=1,1+C19))))))) 
=RAND()0.5 
=2*IF(C20<=0.25,C20,(IF(C20<=0.5,0.5C20,(IF(C20<=0.75,0.5C20,(IF(C20<=1,1+C20))))))) 
=RAND()0.5 
F 
G 
H 
I 
Price growth 
Pricesawtooth 
Pricerandom 
Final Price 
pg_{n} 
ps_{n} 
pr_{n} 
A 
=$E$7 
=$E$9*D18*$E$7 
=$E$10*E18*F18 
=F18+G18+H18 
=F18*(1+$E$8) 
=$E$9*D19*$E$7 
=$E$10*E19*F19 
=F19+G19+H19 
=F19*(1+$E$8) 
=$E$9*D20*$E$7 
=$E$10*E20*F20 
=F20+G20+H20 
(15) Tables 1 and 2 have been edited within the application Word, so that a mix of italics and Greek symbols can be shown. This ensures the data in the Tables correspond more closely to the parameters and functions described in the text.