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Question
Pick selected values in a vector
I have this vector V_min_var that is 3731x1, this vector stores the results from a for-loop. I want to pick selected values fr...
meer dan 10 jaar ago | 0 answers | 0
0
answersQuestion
Storing results from a for-loop in a vector of zeros
I have the code Backtesting_10day_II (here attached). From line 23-26 I created 4 vectors (of zeros) to pre-allocate the res...
meer dan 10 jaar ago | 1 answer | 0
1
answerQuestion
gca function in matlab
I have read the matlab docs but I don't understand what gca really does. Can somebody explain it to me? Thanks!
meer dan 10 jaar ago | 2 answers | 1
2
answersQuestion
Indexing in a for loop
This is a code for daily portfolio rebalancing. I would like to rebalance every 10 days instead. How can I do that? Thanks! ...
meer dan 10 jaar ago | 1 answer | 0
1
answerQuestion
Store results from for loop
How can I store the results from every iteration in a for loop?
meer dan 10 jaar ago | 2 answers | 0
2
answersQuestion
For loop with moving window
Hi I want to create a for-loop that calculates the weights of portfolios using a moving window for the period I am investi...
meer dan 10 jaar ago | 4 answers | 0
4
answersQuestion
Backtesting portfolio asset allocation
Hello, I have 4 portfolio strategies I want to backtest. The portfolio strategies come from other 2 codes I created (mean-v...
meer dan 10 jaar ago | 1 answer | 0
1
answerQuestion
Portfolio optimization - quad prog function
Hi, I have a function mean_var_portopt1 (here attached). I am trying to call the function by writing: targetreturn=0....
meer dan 10 jaar ago | 0 answers | 0
0
answersQuestion
Mean Function with Matrix
I have a 3740x5 matrix called 'Rets'. I want to find the mean of every column vector. I tried using the function mean(Rets) an...
meer dan 10 jaar ago | 1 answer | 0
1
answerQuestion
Mean -Variance Portfolio Optimization using Quadratic Programing
Hello, I am working on a portfolio optimization problem. The code I have for the portfolio optimization is the below: ...
meer dan 10 jaar ago | 0 answers | 0
