Large scale portfolio optimisation

I am new to MATLB and am slowly losing the will to live as the models and explanations are either complex or include downloading Dow Jones or NASDAQ data.
Is there a simple way to import data for 200 assets from Excel and to use MATLAB to create an optimised portfolio of 25-30 assets and their weightings.
Ideally in the UK environment as I do not want to download any USA data, nor do I need to see graphs of efficient frontiers etc

Réponses (0)

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Centre d'aide et File Exchange

Produits

Version

R2020a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by