Im an MBA student and I bought this optimizer for an Investments class where we are trading stocks. One of the requirements is that for any one stock we can be not be invested more than $100,000. is there a way to set up this spreadsheet to give me an optimal solution using these constraints?
You can set maximum constraints as percentages for each investment. Work out what percentage $100,000 is of the current portfolio value and use this as the maximum across investments.
The total value of the portfolio is the sum of each investment's number of units multiplied by the last price. If returns are used then the sum of units is assumed to be the total portfolio value.
