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Getting Started with Portfolio Optimization (Files for Video Demo)

version (26.7 KB) by Kawee Numpacharoen
Files for demonstrating how to perform portfolio optimization


Updated 12 Sep 2017

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The files are designed to show how to perform portfolio optimization, obtain optimal portfolio, and visualize efficient frontier. The video demo is located here:
Note that you need to download labelpoints from FileExchange too.

Comments and Ratings (11)

jieyu chen

Please check if you have Financial Toolbox installed or not because tick2ret is a function in the toolbox.

Nichanun S

dailyReturn = tick2ret(T{:,3:end});

I cannot use this code on running

Yatri Patel

It seems obvious but make sure you have the files and toolboxs installed before you run the code. If you do this, you can read in the excel file he used.

For R2018b, the dowPortfolio.xlsx is located in ...\MATLAB\R2018b\toolbox\finance\findemostoolbox\finance\findemos

I too am not able to locate the dowPortfolio.xlsx file on my mac. Not sure which directory the Financial tools box installation is made in.

I can not find dowPortfolio.xlsx file on my mac. Financial toolbox is installed but no file :)

Adam Danz


Remove Yahoo API and simplify the example.

Adjust the dates for downloading data without missing values and add screenshot

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired by: labelpoints

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