send array to csv file - simulation too slow - arrays

Question

I automated a montecarlo simulation for stock and option prices that runs 10 thousand paths for 606 trading days. All and all it works fine, the problem is that is slow. The slow part of the code is when it has to write an array of say 400 x 10000 to the spreadsheet, then export it into a new CSV file and save it.
It does this for a 25 option portfolio (it takes 1 minute per option.) So overall it takes 25 minutes, which is unacceptable. How can I write directly to CSV the arrays of data that I am filling with the simulation? I need to keep all stock prices, option prices and total portfolio value. Below is the code that I have created for this.
Sub Background_simulation()
0 Application.ScreenUpdating = False
1 Windows("Option Portfolio Simulation v7.xlsm").Activate
2 Sheets("Export").Activate
3 Dim Arr() As Variant
4 ArrStock = Range("F11:NTU616")
6 ArrOption = Range("F621:NTU1226")
7 Sheets("Export").Activate
8 Dim DestinationStock As Range
9 Set DestinationStock = Range("F11")
10 Dim DestinationOption As Range
11 Set DestinationOption = Range("F621")
12 Dim RAND(1 To 606, 1 To 10000) As Variant
13 Paths = Range("D6").Value
15 Dim Option_Paths(1 To 606, 1 To 10000) As Variant
16 Dim St_Paths(1 To 606, 1 To 10000) As Variant
17 Dim Options_Total(1 To 606, 1 To 10000) As Variant
18 FromOption = Range("D7").Value
19 UpToOption = Range("D8").Value
20 Sheets("Portfolio").Select
21 Let MaxExpirationOfSet = Application.WorksheetFunction.Max(Range("BC2:BC26").Value)
22 Sheets("Export").Select
23 For a = 2 To 606
24 For b = 1 To Paths
25 Randomize
26 RAND(a, b) = Application.WorksheetFunction.NormInv(RND(), 0, 1)
27 Next
28 Next
31 For Option_Nr = FromOption To UpToOption
32 Sheets("Export").Select
33 Range("F11:NTU616").Select
34 Selection.ClearContents
35 Range("F621:NTU1226").Select
36 Selection.ClearContents
38 Range("B1").Select
39 ActiveCell.FormulaR1C1 = Option_Nr
42 Calls = Range("L3").Value
43 If Calls = 0 Then GoTo 2010
44 St = Range("G2").Value
45 Rf = Range("G3").Value
46 Sigma = Range("G4").Value
47 dt = 1 / 250
48 mrn = Rf - (1 / 2) * Sigma ^ 2
49 X = Range("L5").Value
50 Expiration_Date = Range("D4").Value
120 For b = 1 To Paths
130 RAND(1, b) = 1
140 St_Paths(1, b) = St
150 Option_Paths(1, b) = Application.WorksheetFunction.Max(St - X, 0) * Calls
160 Options_Total(1, b) = Options_Total(1, b) + Option_Paths(1, b)
170 Next
190 For a = 2 To Expiration_Date
200 For b = 1 To Paths
600 St_Paths(a, b) = St_Paths(a - 1, b) * Exp(mrn * dt + Sigma * (dt) ^ (1 / 2) * RAND(a, b))
700 Option_Paths(a, b) = Application.WorksheetFunction.Max(St_Paths(a, b) - X, 0) * Calls
701 Options_Total(a, b) = Options_Total(a, b) + Option_Paths(a, b)
703 Next
704 Next
705 For a = (Expiration_Date + 1) To MaxExpirationOfSet
706 For b = 1 To Paths
707 St_Paths(a, b) = St_Paths(a - 1, b)
710 Option_Paths(a, b) = Option_Paths(a - 1, b)
711 Options_Total(a, b) = Options_Total(a - 1, b)
712 Next
730 Next
740 Sheets("Export").Select
750 Range("F11:NTU616").Select
760 Selection.ClearContents
770 Range("F621:NTU1226").Select
780 Selection.ClearContents
790 Range("A1").Select
800 DestinationStock.Resize(UBound(ArrStock, 1), UBound(ArrStock, 2)).Value = St_Paths
810 DestinationOption.Resize(UBound(ArrOption, 1), UBound(ArrOption, 2)).Value = Option_Paths
830 Sheets("Export").Copy
840 Range("F620").Select
845 ActiveWorkbook.BreakLink Name:= _
"C:\Users\pmesples\Desktop\Options\Option Portfolio Simulation v7.xlsm", Type _
:=xlExcelLinks
850 ChDir "C:\Users\pmesples\Desktop\Options"
860 ActiveWorkbook.SaveAs Filename:="C:\Users\pmesples\Desktop\Options\" & Option_Nr & ".csv", _
FileFormat:=xlOpenXMLWorkbook, CreateBackup:=False
900 ActiveWindow.Close
1000 Sheets("Export").Select
1001 Range("F" & 620 + MaxExpirationOfSet & ":NTU" & 620 + MaxExpirationOfSet).Select
1002 Selection.Copy
1003 Sheets("Results").Select
1004 Cells(5, Option_Nr + 3).Select
1005 Selection.PasteSpecial Paste:=xlPasteValues, Operation:=xlNone, SkipBlanks _
:=False, Transpose:=True
1006 Sheets("Export").Select
1010 Range("F11").Select
1020 Range(Selection, Selection.End(xlToRight)).Select
1030 Range(Selection, Selection.End(xlDown)).Select
1040 Selection.ClearContents
1050 Selection.End(xlDown).Select
1060 Range("F621").Select
1080 Range(Selection, Selection.End(xlDown)).Select
1090 Range(Selection, Selection.End(xlToRight)).Select
2000 Selection.ClearContents
2005 Range("A1").Select
2010 Next
2015 Range("B1").Select
2016 ActiveCell.FormulaR1C1 = 26
2020 DestinationOption.Resize(UBound(ArrOption, 1), UBound(ArrOption, 2)).Value = Options_Total
2030 Sheets("Export").Copy
2040 Range("F620").Select
2045 ActiveWorkbook.BreakLink Name:= _
"C:\Users\pmesples\Desktop\Options\Option Portfolio Simulation v7.xlsm", Type _
:=xlExcelLinks
2050 ChDir "C:\Users\pmesples\Desktop\Options"
2060 ActiveWorkbook.SaveAs Filename:="C:\Users\pmesples\Desktop\Options\26.csv", _
FileFormat:=xlOpenXMLWorkbook, CreateBackup:=False
2100 ActiveWindow.Close
2110 Sheets("Export").Select
2215 Range("B1").Select
2120 ActiveCell.FormulaR1C1 = 1
End Sub

Answer 1

You could probably get rid of selects and selections to speed up the macro, like:
32 Sheets("Export").Select
33 Range("F11:NTU616").Select
34 Selection.ClearContents
could be replaces by
32 Sheets("Export").Range("F11:NTU616").ClearContents
but you probably lost most of valuable seconds while saving file, as you already have noticed. Indeed, you could try export to file, see my subroutine:
Private Sub PrintToCSV(sFileName As String, rng As Range)
Dim TextFile As Integer
Dim FilePath As String
Dim FileContent As String
Dim cl As Range
FilePath = ThisWorkbook.Path & "\something something\" & sFileName & ".csv"
TextFile = FreeFile
Open FilePath For Output As TextFile
For Each cl In rng
Print #TextFile, cl.Value
Next cl
Close TextFile
End Sub
But, generally speaking, VBA is scripting language, so it is slow. I am not sure if writing to file will be faster than saving as, but you may try.