Posts by maxleolind

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    Hi everyone, this is my first post.


    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:


    I've attached a sample document of the one I'm currently working on as a reference.


    If anyone knows how I can get the Macro running properly it would be a massive help.

    Many thanks