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Re: New Markowitz / Matlab
From: |
Vic Norton |
Subject: |
Re: New Markowitz / Matlab |
Date: |
Tue, 13 Jan 2015 11:23:05 -0500 |
Thanks for the comments, Julien. I guess I'll put the package on hold for a
while. It will clearly need to be rewritten (if I expect it to run in MatLab).
Regards,
Vic
On Jan 13, 2015, at 10:51 AM, Julien Bect <address@hidden> wrote:
> *** Please keep the public mailing list in the loop ***
>
> Le 13/01/2015 16:40, Vic Norton a écrit :
>> Just to make sure we are on the same page.
>>
>> The matlabtest01.m code I sent you depends on
>> oneBdata.m - data file inside "New Markowitz Tests"
>> rtndecomp.m - function file inside "New Markowitz
>> Tests/newmarkowitz-1.0.0.tar.gz"
>> minnormy.m - function file inside "New Markowitz
>> Tests/newmarkowitz-1.0.0.tar.gz"
>> All of these files are contained in
>> http://vic.norton.name/finance-math/newmarkowitz-tests.tar.gz
>>
>> Regards,
>>
>> Vic
>
> Vic,
>
> Your script and functions cannot be used in Matlab.
>
> Comments should be with % instead of #. Operators like ++ and -- are not
> allowed. etc.
>
> @++
> Julien
>
> <matlabtest01.m>