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ad-in?

 
Post new topic   Reply to topic     Anthony's VBA Forum Index -> Portfoilio Optimization
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ohlson_stefan



Joined: 11 Apr 2005
Posts: 1
Location: Sweden

PostPosted: Mon Apr 11, 2005 5:16 am    Post subject: ad-in? Reply with quote

Hi to use the portfolio optimization, do I need some kind of "ad-in" program like solver or matlab? Or does it work with my basic Excel?
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Anthony
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Joined: 29 Sep 2004
Posts: 36
Location: New York, USA

PostPosted: Mon Apr 11, 2005 10:26 am    Post subject: Reply with quote

No add-in is needed. The file is an Excel spreadsheet.

Anthony
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JimmyChang
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PostPosted: Mon May 08, 2006 3:46 am    Post subject: Add-in or Solver? Reply with quote

Actually, using Excel's build-in add-in Solver to find the best W is a much better way to solve this problem. The way used by the VBA, random weights and sorting the results, is not an effecient way, or even an acceptable way to this problem, especially when one have a lot of stocks, say 100, to optimize.
The Solver can find the answer much faster, and much correctly.
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Anthony
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PostPosted: Thu Jun 08, 2006 1:18 am    Post subject: Reply with quote

Thank you, Jimmy, for your input. I have never thought of using the Solver to get the optimal weights. Is it easy to set it up?
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giacomo



Joined: 02 Mar 2010
Posts: 1

PostPosted: Tue Mar 02, 2010 2:08 pm    Post subject: Reply with quote

Hi JimmyChang
Could you please send me your portfolio optimization using solver to generate the random weight vector?
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