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civs


Active since 2014

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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...

10 years ago | 0 answers | 0

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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...

10 years ago | 1 answer | 0

1

answer

Question


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!

10 years ago | 2 answers | 1

2

answers

Question


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! ...

10 years ago | 1 answer | 0

1

answer

Question


Store results from for loop
How can I store the results from every iteration in a for loop?

10 years ago | 2 answers | 0

2

answers

Question


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...

10 years ago | 4 answers | 0

4

answers

Question


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...

10 years ago | 1 answer | 0

1

answer

Question


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....

10 years ago | 0 answers | 0

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answers

Question


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...

10 years ago | 1 answer | 0

1

answer

Question


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: ...

10 years ago | 0 answers | 0

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answers