https://github.com/ekzhu/stock-portfolio-builder
Use financial optimization models with MATLAB
https://github.com/ekzhu/stock-portfolio-builder
Last synced: about 2 months ago
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Use financial optimization models with MATLAB
- Host: GitHub
- URL: https://github.com/ekzhu/stock-portfolio-builder
- Owner: ekzhu
- Created: 2012-02-15T06:13:57.000Z (over 13 years ago)
- Default Branch: master
- Last Pushed: 2012-03-12T07:38:46.000Z (over 13 years ago)
- Last Synced: 2025-03-16T20:12:42.117Z (7 months ago)
- Language: Matlab
- Homepage:
- Size: 102 KB
- Stars: 6
- Watchers: 5
- Forks: 4
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
##Introduction
Use various financial optimization models to construct portfolios from a selected group of stocks. The optimization model should be used for education purpose only. No responsibility for loss incurred when applied to real-world market trading.
##Usage:
1. Select your stocks and put them in a separate text file, separate stocks by new lines.
2. Set the parameters in *build_pf.m*
3. Run *build_pf.m*
##Status:
Currently contains the following models:
1. MVO
2. Mean-Absolute Deviation
More models will be added in future updates.
##Dependencies:
Stock data are retrieved from Finance Yahoo using *hist_stock_data.m* by Josiah Renfree. *hist_stock_data.m* is included in this package.