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Daily data for portfolio optimization
Excel Help for Daily Data For Portfolio Optimization in Excel Portfolio Optimization Template
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Daily Data For Portfolio Optimization | Rate this: (3/5 from 1 vote) |
 | 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 | ||
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| Rate this: (3/5 from 1 vote) Thank you very much. |
| Posted by hailur_fellow on |
 | Rate this: (3/5 from 1 vote) 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. |
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| Posted by Excel Helper on |
| Rate this: (3/5 from 1 vote) 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 |
 | Rate this: (3/5 from 1 vote) Product correlations can be seen and even modified before running the final optimization process. |
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| Posted by Excel Helper on |
 | Rate this: (3/5 from 1 vote) 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. |
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| Posted by Excel Helper on |
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| [url=http://www.edbutowsky.com/]Ed Butowsky Portfolio Optimization[/url] | |
| Posted by beckymyrans on |
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