Four Stock Portfolio and Graphing Efficient Portfolio Frontier

[@eumatheusmalheiros]

thank you so much for this class, instead of trying it with a 4 or less securities portfolio, i tried it with a 29 stocks portfolio and it worked!

[@eegpas]

You didn't need to make each asset Percent >0 in constraints, there is a click box which is activated to avoid negative asset percentages

[@gantuyadorj6773]

THANK YOU SO MUCH!!! video was so easy to understand, and absolutely useful!!!

[@mansionally]

Was the solution found, as I'm having same issue here＠30:00. Please advise:)

[@marajohnson1056]

When I try to use the ctrl + shift + enter it only gives me #value! What do I do in this case?

[@faizanadnan1870]

What is the meaning of getting negative sharp ratio?

[@brooke5587]

Love from Brazil 🇧🇷

[@쉿-h3c]

3:40 아... 이 식을 벡터로 변환하는 거군여! 저의 교과서에는 리스크 방정식 설명이 없어서 이해하기 어려웠어요ㅠ 감사합니다!

[@KajalMatheJaipuriaIndore]

kindly drop the excel sheet

[@suriyanarayananr9652]

@psycho.. Just 4 stocks uh..? Not 11. Serii.. adula max percentage perform panniruka top 4 eduthukava..?

[@martinpule9616]

Good job, however, the video seems incomplete. Where can we get the next one?

[@yongjinpark9991]

Thanks. Here is the link to the second part: kzbin.info/www/bejne/Y4eXnYmsnpqfgpI

[@martinpule9616]

@@yongjinpark9991 thank you. where do we put the risk, the Y axis or the X axis?

[@sjsphotog]

​​@@martinpule9616 - you need to put the risk on the horizontal x-axis and the return rate on the vertical y-axis

[@donaldrocky296]

At the point in your video at around 32:00 I’m adding the constraint which increasing the increments while minimizing risk, but when I solve the Return, risk and Portfolio Std. Dev does not change. I have tried different combinations of increments and no luck. I am again using a portfolio of about 25 stocks. What could I be doing wrong?

[@SolomonMumo]

Hey Donald, did you figure it out? I am facing a similar problem. Thanks

[@devanshutayal4586]

@@SolomonMumo Check your upper and lower average return of stocks, are they very close?

[@jhevarnsurajpal6423]

@@devanshutayal4586 hey man yes they are really close like 0.0004 off

[@dontletmebrown]

When I try to add constraints he does at 29:45 I get an error saying solver could not find a feasible solution. Any fix for this?

[@mansionally]

Was the solution found, as I'm having same issue here. Please advise:)

[@silentkillz]

This is wrong as you are using weekly data and not annualised your returns nor the variance

[@davidtuckwell5786]

Yeah this video is wrong.

[@eyyubb]

Is it really necessary to annualize the returns and volatility?

[@earningthomas4640]

Please explain why the data needs to be annualized

[@lawrenceobioma]

@@earningthomas4640 You do not need to annualize the returns, the calculation can be done on different timeframes and just has to be based off the calculation of that timeframe. Silentkills is wrong and the video creator is right.

[@gamelover-wr5oc]

the correct result is that if you use weekly return, you must use everything in weekly. in my view, you should better you daily, like daily return, daily variance, daily risk free rate.

[@vivieriyantika8053]

7.00

[@joaosantos5203]

croca

[@lukejackson5863]

you never graphed the frontier my guy

[@yongjinpark9991]

Here is the link to the second part: kzbin.info/www/bejne/Y4eXnYmsnpqfgpI