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I wonder if somebody can assist me with the following. I am trying to build a Mean Variance Optimisation process in Alteryx, i have attached the excel version which utilises Solver that i use currently. If you access solver you will see what the spreadsheet is doing:
Objective: Maximising portfolio return (Cell C40)
Variable cells: asset class weights (Cells C36:J36)
Constraints: 1. each asset class weight has a maximum and a minum value 2. all weights must sum to 100% 3. portfolio standard deviation must be less than or equal to 5%
Dose anyone have a workflow they can shhare with me?