Hi, I'm trying to create an investment portfolio of 10 holdings from a set of 13 stocks. I calculated that there are 120 possible combinations. I want to write a script that will loop thru the iterations of all possible combinations of 10 out of a choice of 13 stocks. I was thinking I could do it sequentially at first – first create an array of the 120 possible columns of 10 holdings (data is row = date, column = stock's return). In other words, the array created initially has the list of columns of 10, from the 1st to the 120th. Then I use that array as the input in the next loop where I do the selection based on the financial metrics – sharpe ratio, etc.
MATLAB: Finding combinations of 10 times series from a set of 13
#nchoosekcombinationscombntns
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