June 5th
Andy and Melissa met at 3pm to 11pm. We started off the meeting trying to finish the maximum number of bets portfolio.
In the last session, we were getting the correct weights for the PCA portfolio, but these were not correctly linking the specific portfolios.
We then completed the minimum variance portfolio. After calculating the correct weights in Matlab, we transferred the information into excel to find the returns of the completed portfolio.
Theo joined the session to keep working on the lit review and the report of the project.
In the last session, we were getting the correct weights for the PCA portfolio, but these were not correctly linking the specific portfolios.
We then completed the minimum variance portfolio. After calculating the correct weights in Matlab, we transferred the information into excel to find the returns of the completed portfolio.
Theo joined the session to keep working on the lit review and the report of the project.
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