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##Introduction Use various financial optimization models to construct portfolios from a selected group of stocks. The optimization model should be used for education purpose only. No responsibility for loss incurred when applied to real-world market trading.

##Usage:

  1. Select your stocks and put them in a separate text file, separate stocks by new lines.
  2. Set the parameters in build_pf.m
  3. Run build_pf.m

##Status: Currently contains the following models:

  1. MVO
  2. Mean-Absolute Deviation

More models will be added in future updates.

##Dependencies: Stock data are retrieved from Finance Yahoo using hist_stock_data.m by Josiah Renfree. hist_stock_data.m is included in this package.

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Use financial optimization models with MATLAB

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