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Anthony's VBA Forum Where the knowledge is shared |
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ohlson_stefan
Joined: 11 Apr 2005 Posts: 1 Location: Sweden
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Posted: Mon Apr 11, 2005 5:16 am Post subject: ad-in? |
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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? _________________ Gran, was here |
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Anthony Site Admin
Joined: 29 Sep 2004 Posts: 36 Location: New York, USA
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Posted: Mon Apr 11, 2005 10:26 am Post subject: |
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No add-in is needed. The file is an Excel spreadsheet.
Anthony |
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JimmyChang Guest
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Posted: Mon May 08, 2006 3:46 am Post subject: Add-in or Solver? |
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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 Site Admin
Joined: 29 Sep 2004 Posts: 36 Location: New York, USA
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Posted: Thu Jun 08, 2006 1:18 am Post subject: |
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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
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Posted: Tue Mar 02, 2010 2:08 pm Post subject: |
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Hi JimmyChang
Could you please send me your portfolio optimization using solver to generate the random weight vector?
________
[URL=http://www.ford-wiki.com/wiki/Ford_AOD_transmission]AOD transmission[/URL] |
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