This VBA macro-enabled Excel workbook, a submission for the Citi Global Markets Challenge 2020 🏆, automates financial portfolio analysis. It retrieves and consolidates data, then performs mean-variance optimization to plot the Efficient Frontier. The code is provided as a historical record.
Constructed a passive superannuation fund using Markowitz Mean-Variance Portfolio Theory. Optimized portfolio weights under various restrictions with Singapore (SGX), Australian (AXJO) stocks, and Treasury Bills.
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