Hi everyone,
Thanks in advance to anyone for their time and help.
I'm currently working on a minimum variance portfolio optimisation task that needs to re-balance the portfolio every week, based on new weights that are calculated through running solver.
I must repeat the process 345 times so an automated solver macro would be very helpful.
The code I've written currently runs but I receive the Solver error message " Error in Model. Please verify that all cells and constraints are valid." In addition, the cell I have set to change to Min (the cell containing the variance) remains the same after running it.
I have also tried creating a for loop however this also did not work, and after reconsidering I actually prefer being able to run the macro for specific cells instead of the entire data set.
This is the current version of the code:
If anyone knows how I can get the Macro running it would be a massive help.
Many thanks
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