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Alejandra Pena-Ordieres

MathWorks

Last seen: Today |  Aktiv seit 2021

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Beantwortet
For loop with moving window
Hello, You might want to consider using the backtesting workflow available in the Financial Toolbox, Backtest Investment Strate...

29 Tage vor | 0

Beantwortet
How to Find a Portfolio with the Highest Sharpe Ratio?
Hello, The Financial Toolbox has a funtion that does exaclty what you are looking for, estimateMaxSharpeRatio. Your workflow wo...

mehr als ein Jahr vor | 0

Beantwortet
How do I find the global minimum variance portfolio?
Hi Calum, I understand that you want to find the minimum variance portfolio. You can do this in two ways. 1) The easiest way i...

mehr als 2 Jahre vor | 0

Beantwortet
How to get the Minimum Variance Portfolio?
Hi Jean-Gabriel, I am not sure I fully understand the problem. If you impose an equally-weighted "hard" constraint to the mini...

mehr als 2 Jahre vor | 0

Beantwortet
How to find tangency portfolio (maximize sharpe ratio) using quadprog
Hi Guro, I understand that you are trying to find the maximum Sharpe ratio portfolio using quadprog. Theoretically, the max Sha...

mehr als 2 Jahre vor | 1

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