Quote:
Markowitz weights can be used alternatively to OptimalF factors for allocating capital.

I cannot find wherefrom to get the Weights, or is the Weights Array available after calling the markowitzReturn function with Weights = 0? What did I miss? The manual says Weights is an input parameter for markowitzReturn and is also modified by this function, and in the example code there are no Weights at all.

Last edited by Sphin; 04/19/16 21:49.