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Andrew Burns


Engineered Funds, LLC

Active since 2016

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Investment management

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Question


Yahoo! Finance Database Issue with Fetch
Do any of you know of a way to remedy this issue? When you fetch Yahoo data, and you pass a list of tickers and date ranges, ...

nästan 8 år ago | 1 answer | 0

1

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Question


Help with the function fmincon for optimizing a portfolio
Hi. Simple Q ... I'm optimizing the weights in the DOW30 for that past 100 weeks (a 100x30 matrix). The constraints are that...

ungefär 8 år ago | 1 answer | 0

1

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Question


Trying to optimize weights of series of combinations (250 in total) of 10-stock portfolios for Omega Ratio, with weights bound from 0<->1, and total of weights = 1.
So I know MATLAB has a function for Omega Ratio: Omega = lpm(-Data, -MAR, 1) / lpm(Data, MAR, 1), that uses "lpm". That is my o...

ungefär 8 år ago | 1 answer | 1

1

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Finding combinations of 10 times series from a set of 13
Hi, I'm trying to create an investment portfolio of 10 holdings from a set of 13 stocks. I calculated that there are 120 possib...

ungefär 8 år ago | 1 answer | 0

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