10 x speed increase in gaussian random numbers in excel

For generating Gaussian random numbers in Excel, one could simply do

=NORMSINV(RAND())

but the performance is horrible. Instead, try this VBA function from www.vbnumericalmethods.com.
It will easily give you a 10x speed increase:

'From Jack at www.vbnumericalmethods.com
'Simulate a Gaussian variable N(0,1)
Public Function Gauss()
          Dim fac As Double, r As Double, V1 As Double, V2 As Double
      10  V1 = 2 * Rnd - 1
          V2 = 2 * Rnd - 1
          r = V1 ^ 2 + V2 ^ 2
          If (r >= 1) Then GoTo 10
          fac = Sqr(-2 * Log(r) / r)
          Gauss = V2 * fac
End Function