How to use it?!   14815 data check; 14816 length fref $8; 14817 fid = filename(fref,"d:\"); 14818 fid = fopen(fref); 14819 do i = 1 to foptnum(fid); 14820 opt = foptname(fid,i); 14821 value = finfo(fid,opt); 14822 output; 14823 end; 14824 fid = fclose(fid); 14825 fid = filename(fref); 14826 run; ... View more

dataset will like 40 columns(for 20 for winners and 20 for losers), and 100 rows(daily returns).   Winner Daily Return= 0.25*ranuni()+0.05*ranuni()               [Winner has daily 0.25% expected return, with 0.05% additional variance in expectation] Winner Daily Return= -0.25*ranuni()+0.05*ranuni()              [Lower has daily -0.25% expected return, with 0.05% additional variance in expectation] Goal is to find the Optimal Pair(Winner-Loser) to Maximize the Portfolio Gap Return with consideration with daily variance(Ret/Stdev)   Any help?! Thanks ... View more