Hi Herman,
Now we have the maxtrix calculation tools, this should be a rather straightforward job. With GFX it's even possible to plot the efficient frontier as wel as the capital asset line. For me this should be limited to about 10 tickers. There is no need to put the world in it with thousands of stocks. The most important ETF's like Equity, Bonds, Commodities, REIT's and Currency or even the sector ETF's for me are good enough. Therefore I do not believe that "the numbers get rather large". And even if this is the case and it's getting time consuming job there is always a VirtualBox to solve that problem J
Kind regards, Ton.
----- Original Message -----Sent: Sunday, April 10, 2016 11:46 PMSubject: [amibroker] Portfolio OptimizationHas anyone attempted to write a portfolio optimization program to select the best portfolio of n tickers from a watchlist of m tickers?
I know the numbers get rather large... but perhaps there are sneaky ways around this?
Herman
Posted by: "Ton Sieverding" <ton.sieverding@scarlet.be>
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