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."
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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.
Hi there, I am a mechatronics bachelor with experience in the following subjects. > Matlab > Labview > Arduino > PIC > Solidworks > PLC programming. Message me and I can check your code until it works. you won't regret