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Topic: Genetic Algorithm and Efficient Portfolio
Replies: 3   Last Post: May 19, 2013 10:49 AM

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Posts: 150
Registered: 2/11/08
Re: Genetic Algorithm and Efficient Portfolio
Posted: May 18, 2013 10:53 AM
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"Phil Goddard" <> wrote in message <kmmvpf$ls0$>...
> As per the MLEvalString command, the results are generated by the MATLAB command
> [portStd, portRet, portWts, portIndx] = ComputeBestPortfolio(expRet,expCov,portSize,targetRet)
> i.e. within the function ComputeBestPortfolio
> Phil.

Yes!! But, I still don't really understand how it works? Is the VBA code running built-in functions in Matlab? I assume it is. I think the VBA is calling, and running, functions in Matlab, and the whole process is controlled by the ExcelLink? Is that how it works?


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