Code that used to work

I have a matlab code that used to work. The estimateMaxSharpeRatio function used to output a solution and i used to have results.

But now after a year it says "Error using Portfolio/estimateMaxSharpeRatio (line 79) Unable to obtain portfolio to maximize the Sharpe Ratio. Exit flag from 'quadprog' is 0."

Skills: Matlab and Mathematica, Algorithm, Mathematics

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About the Employer:
( 2 reviews ) Pretoria, South Africa

Project ID: #25917209

11 freelancers are bidding on average $22 for this job


Expertise in MATLAB with 5 years of academic, industrial and freelancing experience in this field I have completed various protects related this field as you can view my profile for completed projects. I can provide y More

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These type of issues can be because of certain reasons including change of version, change in path at somewhere etc. You can share the code and I will sort it out for you. Thanks.

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Greetings! I worked in a Proprietary Trading Firm as a Derivatives Trader and Researcher for 4+ years managing portfolios in NYBOT, CME, and LIFFE exchanges. I have a fair knowledge of Sharpe Ratio. Also, coming from More

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