DAGUET
Member
Hello
I join a file whose purpose is to maximize the Sharpe Ratio (>Risk Adjusted performance metrics in Finance lingo helping to measure units of xs return for a unit of risk (risk being appraised by standard deviation). My goal is to choose a portfolio composition maximizing the Sharpe. for that I use solver as a tool to help me find the optimal weights of the 5 stocks constituting my portfolio. Two scenarii : I do it considering no short sale and second scenario with considering short sales.
I did it several times in other occasions and it worked perfectly.
here for some reason, the solver freezes and does not do its job of optimizing the weights in neither cases. I checked the solver (it works), the file (it works) and I still dont get it.
I ever you have an idea I really take it
Best Regards
I join a file whose purpose is to maximize the Sharpe Ratio (>Risk Adjusted performance metrics in Finance lingo helping to measure units of xs return for a unit of risk (risk being appraised by standard deviation). My goal is to choose a portfolio composition maximizing the Sharpe. for that I use solver as a tool to help me find the optimal weights of the 5 stocks constituting my portfolio. Two scenarii : I do it considering no short sale and second scenario with considering short sales.
I did it several times in other occasions and it worked perfectly.
here for some reason, the solver freezes and does not do its job of optimizing the weights in neither cases. I checked the solver (it works), the file (it works) and I still dont get it.
I ever you have an idea I really take it
Best Regards