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Thread: Counting the number of permutations using excel

  1. #1

    Counting the number of permutations using excel



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    Hello, I am having trouble trying to figure out a solution for a problem I have. I am trying to count the number of permutations of weightings of an asset portfolio. The asset consists of 6 assets, and each can have a weight in increments of 5%(18 possible weights for each asset, excluding 0% and 100%). A natural constraint is that the portfolio weights have to add up to 1. Another self imposed is that weights can not be negative. I tried searching the web with no use. I am not an expert in macros or VBA and a manual procedure would take so much time. I would greatly appreciate if someone can help me with this.

  2. #2
    Magician Hercules1946's Avatar
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    So are you asking:

    Given a number set of (18) values From 0.05 to 0.90;

    How many different combinations of 6 would add up to 1 ?

    And:

    Given :

    0.05, 0.05, 0.05, 0.05, 0.05, 0.75
    0.75, 0.05, 0.05, 0.05, 0.05, 0.05

    Would both be allowed due to the difference in sequence, i.e No 1 has Asset 6 as the exception, as opposed to Asset 1 in No. 2 ?

  3. #3
    Quote Originally Posted by Hercules1946 View Post
    So are you asking:

    Given a number set of (18) values From 0.05 to 0.90;

    How many different combinations of 6 would add up to 1 ?

    And:

    Given :

    0.05, 0.05, 0.05, 0.05, 0.05, 0.75
    0.75, 0.05, 0.05, 0.05, 0.05, 0.05

    Would both be allowed due to the difference in sequence, i.e No 1 has Asset 6 as the exception, as opposed to Asset 1 in No. 2 ?
    That is exactly correct.

  4. #4
    Magician Hercules1946's Avatar
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    Asset Weights

    Have a look at the attachment:

    HTH

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