##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:
- Select your stocks and put them in a separate text file, separate stocks by new lines.
- Set the parameters in build_pf.m
- Run build_pf.m
##Status: Currently contains the following models:
- MVO
- 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.