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Thread Subject:
Matlab and Excel; Portfolio Optimization

Subject: Matlab and Excel; Portfolio Optimization

From: Ryan

Date: 10 Jul, 2014 04:29:12

Message: 1 of 1

I downloaded the sample code from here (click the button named ‘Download Submission’)
http://www.mathworks.com/matlabcentral/fileexchange/18126-mathworks-webinar--using-genetic-algorithms-in-financial-applications

So I got the constitutents, returns, and standard deviations for the entire S&P 500. I’m trying to run the ExcelLink in the file named ‘DowPortfolio’. I know VBA pretty well, and I changed the VBA range defined in the Module. I reset it to cover the entire array of the S&P 500 that I’m working with. However, that didn’t work. The original range was set to capture the Dow 30. Even after reset the VBA to capture the range of the entire S&P 500, it still captures the range ONLY the ‘Portfolio Weights’ of the Dow 30. The change MUST be done in Matlab, but I can’t figure out where it must be done.

Can someone please advise as to what to do next?
Thanks!!

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