Re: Octave financial package

[Vic Norton]

> On Jun 9, 2016, at 10:32 AM, Parsiad Azimzadeh <address@hidden> wrote:
> 
> A good self-contained project would be to implement the "Portfolio 
> Optimization and Asset Allocation" family of classes and functions. Let me 
> know if this interests you, and if not, I can think of something else.

I have implemented at least part of such a package, Parsiad.

   New Markowitz: a package to aid in financial portfolio selection
   ABSTRACT
   We present a GNU Octave package to aid in financial portfolio
   selection, with examples of its use on 2014 data. Our minnormy
   function, at the core of the package, is a variation on Harry
   Markowitz’s critical line algorithm.

The package works fine, but I want to write it up at
   http://arxiv.org/archive/q-fin
before putting it out for public consumption. On the other hand, if any brave 
soul on this list wants to be a guinea pig, I’d be happy to send them the 
package,
   newmarkowitz-1.0.0.tar.gz,
as it is now.

But let me add this caveat. My package is definitely NOT an implementation of 
MATLAB’s stuff—--though it can do pretty much the same things.

Regards,

Vic