we have the returns of 3 stocks for the last 4 years and we have to combine only 2 stocks that are less correlated. Example:
stock1=[0.1 0.3 0.22 -.15 ] ;
stock2=[0.3 0.4 -0.13 -0.22 ];
stock3=[0.6 -0.3 0.44 0.05];
So portfolio ={'stock2' 'stock3'} because they are less correlated than any other combination.
Solution Stats
Problem Comments
3 Comments
Solution Comments
Show comments
Loading...
Problem Recent Solvers22
Suggested Problems
-
Find the numeric mean of the prime numbers in a matrix.
9132 Solvers
-
First non-zero element in each column
942 Solvers
-
Convert a vector into a number
614 Solvers
-
Set the array elements whose value is 13 to 0
1437 Solvers
-
Sum of first n positive integers
622 Solvers
More from this Author12
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
It would be wise to add additional test cases.
It would be helpful to provide an example in the problem statement.
The problem statement should not commence with a space.
helpful comments, i did add some tests and one example. good lucks!
The less correlated stocks are the ones closest to zero and not to minus one (a correlation of 1 or -1 is still a strong correlation). Please, fix the problem description, what the problem actually wants are stocks that are closest to being inversely correlated.