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PBfrontier - README


Overview

The PBfrontier script (Excel 2007 VBA) can create an Efficient Frontier curve from the historical return data of different financial assets.

Screenshots

PBfrontier - Settings

PBfrontier - Calculation

PBfrontier - Efficient Frontier

PBfrontier - Solutions

Setup

  • Open the file PBfrontier.xlsm in the Microsoft Excel 2007 application.
  • Enable the execution of Excel macros in the settings of Microsoft Excel.
  • Edit the settings on the first tab called Settings.
  • Add historical return data on the tab called Return Data.
  • Open the Excel calculation tab called Calculations.
  • Start the calculation with the button Create Efficient Frontier.
  • Check the result on the tabs Efficient Frontier and Solutions.

Support

This is a free tool and support is not included and guaranteed. Nevertheless I will try to answer all your questions if possible. So write to my email address biegel[at]gmx.ch if you have a question :-)

License

The PBfrontier script is licensed under the MIT License (Expat) which is published on the official site of the Open Source Initiative.