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NoaHomeRun
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Re: Find optimal percent
JoeUser2004Thank you for your suggestions. I think I figured out the problems with the $'s. The issue now, as you mentioned is that the answer becomes 0 if there is no way to sell the stocks for a gain. I would much rather the formula produce a solution that sells them for the least loss rather then 0. You mentioned that the solver approach could do this. Could you explain that further? I have never used solver before. Thanks. Attached is a copy of my worksheet.2.3KViews0likes1CommentRe: Find optimal percent
JoeUser2004I think we are getting close. I plugged in your calculations for another group of ten stocks and it didn't quite give me the optimal sell. As you will see in the attached file the Ideal sell comes out as 1.851852, while in reality, the ideal sell is 6.382979. Is there a reason it gave me the wrong sell? I have put the equations I use for total % per highest % and Ideal sell so you can double-check those are right. Thanks again for the amazing help. Also for clarification, column R is the gain or loss each stock sells for and Column S is the total gain or loss. Columns Q, T, and K don't matter in this calculation.2.3KViews0likes5CommentsRe: Find optimal percent
JoeUser2004Thanks again for the detailed response. This is actually not a class assignment but a hypothetical trading algorithm that I am testing to see if it has any actual chance of turning a profit. While I can calculate the optimal "sell%" manually it takes time and has room for user error. Also when I get to bigger sample sizes, hundred of stocks, it will be much harder to calculate manually. When you say, "We could just maximize the sum of the assets' returns ("sell%") in column C" I am not quite sure how to implement this into excel, seeing as I am a relative newbie to the program. Would you mind explaining how to do that or writing a formula for that? I am so grateful for the time you have already spent explaining things to me, it has truly been very helpful.2.4KViews0likes8CommentsRe: Find optimal percent
JoeUser2004Thank you so much for your response it was so so helpful! Sorry for not adding portfolio percent, each one holds 10%. I followed your instructions as best I could, with my limited knowledge of excel, and I wasn't quite sure how you got the "pro rata %" section. Could you explain how you got that? Thanks again for taking the time to help me.2.4KViews0likes10CommentsFind optimal percent
Hi all, I am trying to find an optimal percent to sell a group of ten stocks. Down below I have copied some info. The first column is the final percent change of the stocks and the second column is the highest percent change the stock gets to. I want a command that will find the best percent to sell all the stocks, (one percent for all of them not an optimal percent per stock). Basically, if the percent is higher than the second column it will sell at the first column level, while if the percent is lower than the second column it will sell at the percent chosen. Can anyone help come up with a formula for this? Thanks, Noah -32.1786 3.571429 -19.6597 18.17108 -7.08861 1.012658 -43.6093 6.104159 -10.3846 7.692308 -29.375 15.625 -32.008 2.584493 -11.6512 17.86991 -20.9756 5.853659 8.888889 1.8518522.5KViews0likes12Comments
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