Hi,

I am totally new to VBA and have been working on portfolio optimisation with mean-variance framework using solver with rolling window.

I have been using simple formulas to link the numbers and handle Solver manually to compute the weights (minimising the variance as well as maximising the sharpe ratio) over a monthly rolling sample period of 20 years, for 4 portfolios.

However, I am currently short of time now to manually compute these weights.

Would really appreciate if someone would be able to help me with the model.

Many thanks,
Natalie