Hi,
I am totally new to VBA and have been working on portfolio optimisation with mean-variance framework using solver with rolling window.
I have managed to set up a simple linked model and excel and have been using Solver manually to compute the weights (minimising the variance as well as maximising the sharpe ratio) over a monthly sample period of 20 years, for 4 portfolios.
I am totally clueless at using VBA, however, I am currently short of time now to manually compute these weights.
Would really appreciate if someone is able to help me with the model.
Many thanks,
Natalie
I am totally new to VBA and have been working on portfolio optimisation with mean-variance framework using solver with rolling window.
I have managed to set up a simple linked model and excel and have been using Solver manually to compute the weights (minimising the variance as well as maximising the sharpe ratio) over a monthly sample period of 20 years, for 4 portfolios.
I am totally clueless at using VBA, however, I am currently short of time now to manually compute these weights.
Would really appreciate if someone is able to help me with the model.
Many thanks,
Natalie
