Daily data for portfolio optimization

Excel Help for Daily Data For Portfolio Optimization in Excel Portfolio Optimization Template

Daily Data For Portfolio Optimization

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	I've just bought the portfolio optimization. I have some enquires and hope that you can help: - I would like to ask if it can be used with the daily data? as i intend to estimate the optimal portfolio based on daily data for a period of 6 months. and if yes, how can i estimate the target return? will it be the target annual return divided by 360 (days)? Many tks for supports.
	Posted by hailur_fellow on 17 Aug 2007

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	Daily data and input returns Rate this: (3/5 from 1 vote) Daily data can be entered and then all returns including target return and risk-free rate must represent this frequency i.e. daily. The division by zero error can occur when there is more than one product with the same return or price data.  In this case, such products must be consolidated into one by summing the number of units.
	Excel Business Forums Administrator
	Posted by Excel Helper on 17 Aug 2007

	Solving the problem Rate this: (3/5 from 1 vote) In this case, please send through your template with data to contact [at] business-spreadsheets.com and we will investigate and resolve this for you. Product correlations can be seen and even modified before running the final optimization process.
	Excel Business Forums Administrator
	Posted by Excel Helper on 17 Aug 2007

	Some problems solved Rate this: (3/5 from 1 vote) Thank you for your sending through your template.   The issue was with the first row (row 7) with blank input data.  The template cannot calculate with empty or any non-numeric cells. We understand that since your data is based on returns and this is therefore a likely input method. In order to allow the model to run correctly, you need to move your data up one row to avoid the first row being without data. Thank you for your patience, enthusiasm and custom.
	Excel Business Forums Administrator
	Posted by Excel Helper on 18 Aug 2007

	Error 11: divison by zero Rate this: (3/5 from 1 vote) After I clicked into the optimization model button in the Covar sheet, it appeared "run time error "11": divison by zero", what is its problem and how can i fix it? Thank you very much.
	Posted by hailur_fellow on 17 Aug 2007

It hasnt solved yet Rate this: (3/5 from 1 vote) Thank you for your answers. Following ur instruction, I checked again and found no mistakes. All of stocks have different returns. So "run time error 11: division by zero" is still not solved yet. As the result, I could not see any results. - Another question is that may i use this model to discover correlations between stocks? is it appeared in the covariance sheet? My portfolio consisted of 20 stocks, use daily returns, and 121 observations. Thank for ur helps.

Posted by hailur_fellow on 17 Aug 2007

	How it went? Rate this: (3/5 from 1 vote) Where did you buy a portfolio optimization?  Was it as good as Ed Butowsky Portfolio Optimization?
	[url=http://www.edbutowsky.com/]Ed Butowsky Portfolio Optimization[/url]
	Posted by beckymyrans on 03 Mar 2012

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