How do you input short positions?

Excel Help for How Do You Input Short Positions? in Excel Portfolio Optimization Template

How Do You Input Short Positions?

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	I have a list of stocks that I would like to optimize. How do I input short positions?
	Posted by anonymous user on 11 Mar 2010

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	Underlying option value Rate this: (3/5 from 1 vote) A short position is the option to sell the stock at a particular price in the future. The value of this option fluctutates in the same way as the underlying stock price. This value can be used as input to the portfolio optimization assuming that the option is part of the portfolio of assets. Since the variance of asset value accounts for both upside and downside price fluctuations in the past, it does not necessarily predict the probability of long and short positions exercising in the future.  The mimimum and maximum constraints on the optimal portfolio can be used to evaluate scenarios for long and short position expiration an/or conversion, however.
	Excel Business Forums Administrator
	Posted by Excel Helper on 11 Mar 2010

	I don't think you understand my question Rate this: (3/5 from 1 vote) A short sale of stock is what I was referring to. Not a put option. Can you address the question in regards to how to input a short sale of stock? i.e. I am holding negative shares. Thanks.
	Posted by anonymous user on 13 Mar 2010

	Negative weights cannot be calculated Rate this: (3/5 from 1 vote) The program does not allow negative values for units.  Entering negative price data to force the current portfolio weighting (unit multiplied by the final price) to produce a negative weighting in the portfolio will not produce valid results as the optimization process assumes only positive prices for assets ignoring observations that do not comply. Therefore, the program cannot account for negative (short) positions.
	Excel Business Forums Administrator
	Posted by Excel Helper on 13 Mar 2010

	what about negative returns? Rate this: (3/5 from 1 vote) what about entering in negative returns instead of negative prices?
	Posted by anonymous user on 13 Mar 2010

	Return data weighting calculation Rate this: (3/5 from 1 vote) When data is entered as percentage returns, the asset weightings of the current portfolio are calculated solely by the number of units for each asset.
	Excel Business Forums Administrator
	Posted by Excel Helper on 13 Mar 2010

	so it is feasible Rate this: (3/5 from 1 vote) to optimize short positions if I take the inverse of the returns right?
	Posted by anonymous user on 13 Mar 2010

	Not really Rate this: (3/5 from 1 vote) No, this would still result in a positive weighting and the return data would not reflect the actual portfolio return.
	Excel Business Forums Administrator
	Posted by Excel Helper on 13 Mar 2010

	How do you input short positions? Rate this: (3/5 from 1 vote) Yeah, I agree with him.
	[url=http://www.all4dotnet.com/tools/convert-c-vb.aspx]c# to vb[/url]
	Posted by johnalphen on 03 Apr 2010

	Short Rate this: (3/5 from 1 vote) Pour plus court ou mon expression vader(j'en revandique l'origine en1991) tu sélectionnes le bouton en haut à gauche sur L/S. Vous mettrez un poids négatif à votre valeur.
	Leloup
	Posted by First on 17 Jan 2024

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