# Questions tagged [portfolio]

108 questions

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123

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### Error in colnames

Could anyone help me with some little problem?
When I plot the frontier I get the following message: 'Error in colnames

1

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1

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109

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### NA value in portfolio sorts

I am currently doing portfolio sorts on panel data meaning every month I form 5 portfolios based on the volatility of stocks. I have the following function:
arguments are
x: a vector of returns
P: the number of portfolios we want
sortPort

1

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68

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### weights constraints in minimum variance optimization

I should minimize the variance wƩw, subject to 3 constraints. I want no short selling (w_i >= 0), and I want an equally weighted portfolio (w_i=w_j).
min wƩw
w
s.t.
w_i >= 0 for all i
sum(w) = 1
w_i= 1/n
# where n is the number of assets in order to have an equally weighted portfolio
Does anyon...

1

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58

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### Portfolio optimization on R with constraints

I'm trying to solve this problem where I've to find the minimum variance portfolio composed on the asset in the Dataset, given that each weight should be larger than 0 and the sum equal to 1. Using this code I get a weights vector which respect only the second constraint (sum=1) while in the solutio...

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2

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34

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### Wordpress Portfolio: Featured Image inline with title and meta

First of all, I'm fairly inexperienced - especially with PHP. Any guidance would be greatly appreciated.
I am trying to customize Wordpress portfolio post pages. I want the post titles and meta to appear inline and to the right of the featured images.
I've tried to accomplish this with pure CSS, add...

1

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326

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### CVXOPT Portfolio Optimization

When using the CVXOPT quadratic programming solver to optimize a portfolio and maximize volatility (yep maximize not minimize), I receive the error given below. I have played with the optimizer and determined the error is produced by the solver because of 'P = -1*covars'. I tried to have the optimiz...

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14

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### continuously subscribe to the portfolio data with IBroker package?

I tried to use reqUpdateAccounts, but it is just a snapshot. I would like to monitor the portfolio on a continuous basis. I understand .reqUpdateAccounts could subscribe to the portfolio data, but don't know how to present and handle the data properly? I know this is probably very basic, but I am no...

1

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2

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33

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### Two tables, other one doesn't stay centered?

I'm having a problem building my portfolio. So I have my photos inside tables and I've centered them in css. For some reason when I added a header and a new table with new photo the new table isn't centered for some reason. It gets centered when I have it open on the tab and make the tab smaller but...

1

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1

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28

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### adding a menu or a dropdown to smaller screen sizes

How can I make categories listing appear in a dropdown on smaller screens?
Similar to the concept where a navigation bar with pages is substituted for a hamburger menu on smaller screens.
So on the current website that I'm designing using Jupiter Wordpress theme with Elementor page builder. I wanned...

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42

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### Constructing rolling tangency portfolio with fPortfolio

I want to calculate the return of a tangency portfolio made up of 8 assets for a long period of time, let's say 30 years, from monthly data. The portfolio should be rolled over a period of 12 month, recalculated every 1 month (= Default settings in fPorfolio package).
While the documentation is ver...

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2

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58

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### Running total per category for each day in pandas dataframe

I have a pandas dataframe with stock transactions which do not happen every day and not for each stock:
Goal is to get the (daily) weights of each stock for each day.
Starting table and expected result
This means
- creating a full calendar of dates
- repeating the cumulative shares for each stock o...

1

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1

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19

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### X binary variable and W is dvar float. And i want to have this result if Wi>0 then Xi=1

With X a vector of binary variables, and W a vector of float variables,
I want to write a constraint such that if W[i] > 0, then I should have X[i] = 1.
dvar boolean X[I]; // we choosed stocks i or not
dvar float W[I]; // weight of stocks i in portfolio
How can I state this constraint?

1

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2

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152

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### Is WordPress suficient for this project or should I use a framework or a different CMS?

I am a web Designer that recently decided to expand into developer waters as well :). What I have in mind is to build an elaborate portfolio site that will also contain a blog. The sites sections will be standard for such a project - something like Home, About, Portfolio, Contact and Blog.
The Home...

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1

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300

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### Rally: Get from Portfolio data in a table

I'm making a custom app which should show the Name and the FormattedID.
I used the example in
http://developer.rallydev.com/help/tables
and modified it a little bit but is the same funcionality.
Something is wrong with my function but cant find the mistake....
Samys Board
function tableExample() {...

1

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1

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671

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### Another Variance and Expectation of diffrent portfolios

A and B are two competing companies. An investor decides whether to buy
(a) 100 shares of A, or
(b) 100 shares of B, or
(c) 50 shares of A and 50 shares of B.
A profit made on 1 share of A is a random variable X with the distribution P(X = 2) = P(X =-2) = 0.5.
A profit made on 1 share of B is a rand...

1

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1

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668

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### Reading and Combining Excel Time Series in Matlab- Maintaining Order

I have the following code to read off time series data (contained in sheets 5 to 19 in an excel workbook). Each worksheet is titled 'TS' followed by the number of the time series. The process works fine apart from one thing- when I study the returns I find that all the time series are shifted along...

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628

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### portfolio optimization tseries R

i want to do a simple backtest with the package tseries in R. Let me give you a small example
There is a timeseries of in sample data and a timeseries of out of sample data, which contains 2 stocks and 3 returns.
in sample data:
isd

1

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1

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340

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### jQuery XML Portfolio Gallery

jQuery XML Portfolio Gallery
it uses xml and html both for images and tabs i tried to find option for description but
could not find it on jQuery XML Portfolio Gallery
http://pexeto.com/tonic_gallery/index2.html
i need category description below each tab
for example tab1 info below tab1 ,tab2 info...

1

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1

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1.1k

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### Jekyll for a portfolio using data, collections, etc

I'm using Jekyll to build a portfolio showcasing my design work. I'm getting confused on whether I should use a 'data' file (yml) and loop through content on my templates or use 'collections'.
My content is structured like this:
Homepage:
Featured Item
Client Hero 1
Client Hero 2
Client Hero 3
Clien...

1

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1

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480

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### Rally defects by portfolio item using SDK

Does anyone know a way to pull all defects related to an epic using sdk 2? All of our portfolio items are assigned to one root, and our dev teams to another. There is linkage from one side to another via user story parent, but I haven't found a way to see all defects related to a particular epic....

1

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1

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1.5k

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### Allow access to website only from a specific URL

I have got a client who I did a great website for a year or so ago however he has just sold his business and as part of the deal he wants me to take the website down. He has however agreed to allow me to use the website on my portfolio so I essentially want to be able to block all entries except fro...

1

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1

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255

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### Portfolio displays same pictures instead of different one's - html, css

I'm trying to display some pictures in my portfolio section on my website. On the background of the portfolio, you can see different pictures, but when i click 'show details', it opens new window on same page, but pictures are both same, instead of different ...it displays pic1.png in both, instead...

1

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1

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1k

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### Forecasting for DCC Copula GARCH model in R

I'm trying to forecast the Copula Garch Model. I have tried to use the dccforecast function with the cGARCHfit but it turns out to be error saying that there is no applicable method for 'dccforecast' applied to an object of class cGARCHfit. So how do actually we forecast the dcc copula garch model?...

1

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2

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788

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### Portfolio Optimization R - error

Sorry if this is a dumb question, but I have trying to figure this out for 3 days now. I am getting this error every time I try to run the portfolio optimization and can't figure it out.
Error in assign('.objectivestorage', list(), envir = as.environment(.storage)) :
object '.storage' not found
I'm...

1

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1

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194

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### Error can not allocate 591.3 MB in R: How to resolve using ff package?

I am trying to generate Random Portfolio, but getting below error.
Start with the names of the assets
port

1

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1

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148

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### Is it possible to make Pretty Photo Js to show sequence of images on opening a single image?

I want to make my portfolio web page to display my graphic design works. Each work will have a cover image and more than two project images to display.
So, is that a way to customize PrettyPhoto Js to show all project images in a slide after clicking the cover image?
I've attached Image for referen...

1

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1

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279

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### Markowitz model / portfolio optimization using local search in R

I am taking baby steps to use metaheuristics for solving constrained optimization problems. I am trying to solve basic Markowitz Mean-Variance optimization model (given below) using NMOFpackage in R.
Min
lambda * [sum{i=1 to N}sum{j = 1 to N}w_i*w_i*Sigma_ij] - (1-lambda) * [sum{i=1 to N}(w_i*mu_i...

1

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1

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69

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### remove non traded firms to make momentum portfolio

I have a data set of monthly stock returns of 572 stocks for 192 months. I have to make momentum based portfolio. For each point of portfolio formation, i only want those firms to be taken into calculation, who have non-zero returns in at least one of the past 3 months.
Can someone guide me how to...

1

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1

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150

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### How to add a constraint in CVaR optimization code in Matlab?

I want to find the optimal weights in an multi-asset portfolio by minimizing the VaR.
This is the code that gives a minimum risk for a target return.
p = PortfolioCVaR('ProbabilityLevel', .99, 'AssetNames', names);
p = p.setScenarios(R); % R= asset returns
p = p.setDefaultConstraints();
wts = p.es...

1

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1

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63

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### How to allow for weights between -1 and 1 using constraints in Aeq x <= beq

I am using quadprog to find a portfolio of optimal weights.
So far, I have managed to implement long-only and short-only constraints as follows:
FirstDegree = zeros(NumAssets,1);
SecondDegree = Covariance;
Long only
Aeq = ones(1,NumAssets);
beq...

1

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1

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99

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### Shrinkage Estimates of the Spearman Correlation R

I'm trying to estimate the correlation matrix of 50 stock returns in R.
I'm aware that i should shrink the correlation matrix, but I'm also interested in using the Spearman’s rank correlation since it dosen't require the distribution to be normal.
For the Sperman correlation I usually specify the...

1

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2

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106

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### VBA: Sumproductc return empty value (Matrix Multiplication)

I'm trying to do some matrix multiplication in VBA, but I keep getting an error. I've tried to define all the vectors and matrices and do the calculations one stop at a time and it looks like the =MMult function is working correctly, but when using =SumProduct the value returned is 0.
This is my co...

1

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1

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52

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### What is the best way to graph a portfolio of stock transactions?

I want to graph a portfolio of stock trades over a period of say one year.
I will have many trades with many different stocks. The question becomes, what is the best way to calculate the value of the profile over the year.
1) Query for all transactions before or on the start of the period.
2) Calcul...

1

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1

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49

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### R portfolio specific regression with specific & common coefficients

After days of searching and trying different things in R, i am running out of ideas for my problem and search terms to look for. If there is already an answer to my problem, i apologize for asking my question. So far, I couldn't find one.
I'm currently doing a regression for financial data of bonds...

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1

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70

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### creating a weight vector for groups of data

The data I am using is in regards to financial data. The issue I have is that I want to assign weights to a number of firms within a given portfolio. That is if I have 3 firms (as in the example below) I want to assign equal weights to each of the 3 firms in the portfolio, 0.33% for each firm. I thi...

1

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78

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### WordPress, duplicating plugin or a better suggestion?

I need a help that will solve a big problem. I'm using this nice plug in on a website: http://wordpress.org/extend/plugins/awesome-filterable-portfolio/
The plugin works nicely but the problem is: I only can add 1 portfolio to my website; instead I need to have two different portfolios in two differ...

1

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1

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288

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### R: Error in sample.int(): NMOF Package

I am trying to replicate the following code (based on Financial Optimization in R by @EnricoSchumann) but I got the following error. The code tries to solve Markowitz Model with cardinality constraint. Further, it also tries to constraint the value of minimum weight (winf) to be non-zero.
Error:
E...

0

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0

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8

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### Is my website slow to load on some browsers because it is hosted on Netlify?

I have recently created a portfolio, I have hosted it on Netlify (it contains only HTML, CSS, Javascript files). But I find it very slow to load on some browsers (Safari and Firefox especially).
I tried to resize and compress the images, and set up the 'asset optimization' on Netlify but it takes th...

1

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1

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244

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### Portfolio hover overlay not staying in image size

For my portfolio site I am making I have it so when you hover over the portfolio image it overlays the title and category. My problem is the overlay section is picking up the margin and padding for the spacing of the images in the grid. I cant get it to be whatever the portfolio image size is with...

1

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3

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214

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### Expected return and covariance from return time series

I’m trying to simulate the Matlab ewstats function here defined:
https://it.mathworks.com/help/finance/ewstats.html
The results given by Matlab are the following ones:
> ExpReturn = 1×2
0.1995 0.1002
> ExpCovariance = 2×2
0.0032 -0.0017
-0.0017 0.0010
I’m trying to replicate the exampl...