2,116 reputation
1632
bio website
location Brazil
age
visits member for 1 year, 11 months
seen 5 hours ago

profile for Rod Lm at Mathematica Stack Exchange, Q&A for users of Mathematica

E-mail: "1:eJxTTMoPChZmYGDITcxJTE4sykt1SM9NzMzRS87PBQB1SAkG"

enter image description here


Dec
12
suggested rejected edit on Optimization of a portfolio of stocks
Dec
12
revised Optimization of a portfolio of stocks
Minor text improvements.
Dec
12
comment Optimization of a portfolio of stocks
@IstvánZachar Thanks István! My intention was actually to write my answer in an "paper"-like format... that's why I explained every line of code. But I do agree with you: sometimes I need to be more "concise"... :-)
Dec
12
comment Optimization of a portfolio of stocks
P.S.: no need for FindWallStreetGuru[]... :-)
Dec
12
revised Optimization of a portfolio of stocks
Minor text improvements.
Dec
12
revised Optimization of a portfolio of stocks
Minor text improvements.
Dec
12
answered Optimization of a portfolio of stocks
Dec
11
comment Optimization of a portfolio of stocks
I'm still wondering why people at MMA.SE don't like Finance questions... I know the question was badly formulated, but 7 downvotes without comments... a bit too much IMO... :-)
Dec
11
reviewed No Action Needed Calling Mathematica from Java
Dec
11
comment Optimization of a portfolio of stocks
@SjoerdC.deVries I do agree with you... no risk free rate was informed by the OP... so you cannot talk about optimization of the risk-return relationship (i.e., the Sharpe ratio). In this case, we have to talk about optimization in the sense of the minimization of the portfolio risk.
Dec
11
comment Optimization of a portfolio of stocks
@IstvánZachar OK, basically the OP is interested in the minimization of the portfolio variance (i.e., risk)... to do that, you have to determine the weights for every component in the portfolio, so that the portfolio variance is as low as possible...
Dec
11
revised Optimization of a portfolio of stocks
Edited question, edited tags
Dec
11
reviewed No Action Needed Using a variable to tell Mathematica which existing variable to manipulate
Dec
11
suggested approved edit on Optimization of a portfolio of stocks
Dec
11
comment Optimization of a portfolio of stocks
@IstvánZachar That's funny... anyway I'm doing it again!
Dec
11
comment Optimization of a portfolio of stocks
@IstvánZachar I've edited the question to try to make it a bit more clear... Portfolio optimization is part of Finance theory, and for those who know it it's clear what results are expected by the OP.
Dec
11
comment Optimization of a portfolio of stocks
Hello MMA.SE, I vote for reopening this question!!! It's actually a very interesting optimization question, and Mathematica can easily do all the necessary computations. My answer is waiting for the reopening of this question!!!
Dec
11
suggested rejected edit on Optimization of a portfolio of stocks
Dec
11
reviewed No Action Needed How to plot contours in the faces of a cube
Dec
11
reviewed No Action Needed Clear complains that a subscripted variable is not a symbol or a string?