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Portfoio modelling formula help
Hi,
Im doing some portfolio modelling in Excel and need some advice on some of my formulas. I have a list of stock market trades and I what to model different profit scenarios based on setting a limit on the number of trades in the portfolio, and then calculating a running total of the accepted trades based on this limit. Ill first explain what I have, and secondly what I would like to do. 1) What I have My Worksheet is arranged as follows in the following columns. A Security (Stock name) B Cost ($ amount to buy) C Sell ($ amount sold) D Profit ($ profit i.e. Sell Cost) E Entry Date (Date purchased) F Exit Date (Date Sold) G Duration (Trade Duration in days) Data is sorted ascending based on the Exit Date which defines when the trade is complete Hope this gives a picture of my data 2) What I would like to do a) The portfolio can only take 5 trades at a time based on combinations of overlapping Entry date and Exit Dates. Once 5 trades are accepted at any given date, all others are rejected until one or more are closed. I think I some kind of counter that compares the Exit date of the current row to the overlapping dates of the preceding¦.Any thoughts b) I wish to sum the profit (D) for accepted trades in a) in col H. This will give a running total / balance. Appreciate any thoughts on this or other ways to approach. I have a few ideas, just cant seem to get it to work. Regards, Bruce |
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