Problem 44421. Portfolio diversification: choose your stocks !

Created by jean claude

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we have the returns of 3 stocks for the last 4 years and we have to combine only 2 stocks that are less correlated. Example:

stock1=[0.1 0.3 0.22 -.15 ] ;
stock2=[0.3 0.4 -0.13 -0.22 ];
stock3=[0.6 -0.3 0.44 0.05];
So portfolio ={'stock2' 'stock3'} because they are less correlated than any other combination.

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Last solution submitted on Feb 28, 2019

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2 Comments

David Verrelli on 1 Dec 2017

It would be wise to add additional test cases.
It would be helpful to provide an example in the problem statement.
The problem statement should not commence with a space.

jean claude on 2 Dec 2017

helpful comments, i did add some tests and one example. good lucks!

Problem 44421. Portfolio diversification: choose your stocks !

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Problem 44421. Portfolio diversification: choose your stocks !

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