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ptc-48220341-Visitor
1-Visitor
September 22, 2013
Question

fit mutual fund data

  • September 22, 2013
  • 1 reply
  • 4546 views

I have been trying for hours to setup a solve block for what I thought would be a simple task with no results. I would like to enter data representing mutual funds and find weighting coefficients to find the best fit to a given set of data. For example Morningstar summarizes stock mutual funds with a 3x3 matrix that gives the percentage allocation between value, blend, growth and small, medium, large companies. I want to calculate weighting coefficients for each matrix to force a prospective portfolio of funds to be a best fit to a given matrix representing ideal value, blend, growth and small, medium, large.

1 reply

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Werner_E25-Diamond I
25-Diamond I
September 22, 2013

Just post the worksheet here to show what you are trying to do.

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ptc-48220341-VisitorAuthor
1-Visitor
September 30, 2013

I think I figured it out finally. The instructions said to use cntl = within the solve block but it started working when I changed to :=

W
Werner_E25-Diamond I
25-Diamond I
September 30, 2013

Gary Rubert wrote:

I think I figured it out finally. The instructions said to use cntl = within the solve block but it started working when I changed to :=

That depends. You would have to use := for assigning guess values to the solved for variables, but you have to use the fat boolean = (ctrl 😃 for the constraints in your solve block.

But as it started working for you, you obviously had done it the right way.

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