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

E-mail: "1:eJxTTMoPChZmYGDITcxJTE4sykt1SM9NzMzRS87PBQB1SAkG"

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Jan
7
comment Optimization of a portfolio of stocks
I was on vacations and couldn't see your answer before (nice one, btw). However, I'm still wondering why short sales have changed your efficient frontier if borrowing/lending is not allowed. I might be wrong, but as far as I remember there is no difference in the efficient frontier without borrowing/lending.
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
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
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
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!!!
Aug
31
comment Run entire notebook
If you're using Windows, why not CTRL+A and then SHIFT+ENTER ?
Aug
31
comment How to partition a list to make each subset's size equal and mean as close as possible
Welcome to MMA.SE ! It would be interesting to provide a minimum working example, to actually show that you've searched and/or tried anything before asking the community. Moreover, its not clear to me what exactly do you mean with "the means of each onde are as close as possible."
Aug
30
comment Export to Google Spreadsheet with OAuthAuthentication
@Anon +1 It's simply amazing what you've done! The authentication process works perfectly! However, before I accept your answer, I have two other questions: 1) Is it possible to avoid the "manual" part of the process (through the browser)? I mean, I believe Google must have a way to allow this through the device itself... maybe an URLFetch with a POST method with the generated user code. What do you think? 2) Once authorized by Google, how would be the syntax to send a POST method through URLFetch?
Aug
29
comment CMYK colour using Drawing Tools
Hello... Please tell me if this can help you: Manipulate[ ListLinePlot[Sin[#] & /@ Range@20, PlotStyle -> {Thick, color}], {color, Gray, ColorSlider}].
Aug
26
comment How to add new nodes to an existing graph with fixed (coordinates) nodes?
@e3labs Feel free to accept Kuba's answer... I didn't read anything about controlling the new nodes position, but only that they should be placed in random positions. Anyway, you have at least two starting points for your problem!
Aug
26
comment How to add new nodes to an existing graph with fixed (coordinates) nodes?
@Kuba Thanks for the comments... It's also possible to put a "reset" Button inside the Manipulate... It's a matter of preference.
Aug
26
comment How to add new nodes to an existing graph with fixed (coordinates) nodes?
@Kuba In order to include 3 new nodes it is necessary to click the Button 3 times. BTW, I do agree that it's not clearly stated...
Aug
26
comment How to add new nodes to an existing graph with fixed (coordinates) nodes?
@Kuba I have included only the "critical" nodes in the PopupMenu. I don't believe the OP wants all new nodes to be included in it...
Aug
26
comment Plot basins of attraction using separatrices for particular pendulum
Is this question somehow related to your question?
Aug
21
comment Using Log when working with a time-series
@ALEXANDER Yes, I'm pretty sure about it... but remember: use only Differences[Log[bas]]... Length is used only to check how many prices and returns you have in your time-series.
Aug
21
comment Using Log when working with a time-series
@ALEXANDER Suppose listA={1,3,8}. If you compute Differences[listA] you get {2,5}. Got it?