Accelerating the pace of engineering and science

Getting Started with Portfolio Optimization

Kawee Numpacharoen, MathWorks

Datafeed Toolbox™ is used to retrieve market data from a data provider. You can then easily find optimal portfolio based on mean-variance portfolio optimization using MATLAB® with Financial Toolbox™. The built-in functions in Financial Toolbox enable you to efficiently calculate asset moments, create portfolio object, set many types of constraints, perform portfolio optimization, and visualize an efficient frontier.

Product Focus

  • Financial Toolbox
  • Datafeed Toolbox

Recorded: 7 Jul 2016