Hello wonderful community of MathWorks,
I am doing a mean-variance porfolio optimization analysis on a portfolio of 4 cryptocurrencies. But, when I plot the efficient frontier it seems that my efficient portfolio (the star symbol) lies above the actual efficient frontier. I am really wondering why this happens and how I could fix it.
Thank you very much in advance.
This is the plot in question:
And this is the code I am using for the plot:
tab1 = uitab(tabgp,'Title','Efficient Frontier Plot');
ax = axes('Parent', tab1);
[m, cov] = getAssetMoments(p);
scatter(ax,sqrt(diag(cov)), m,'oc','filled');
ylabel('Expected Return')
text(sqrt(diag(cov))+0.0003,m,symbol,'FontSize',7);
[risk2, ret2] = plotFrontier(p,10);
plot(risk1,ret1,'p','markers',15,'MarkerEdgeColor','k',...
