Possible? Mean-Variance Portfolio, Differential Calculus?

asked 2012-02-26 09:16:34 +0100

Anonymous

Hello there

As a project for college we would like to calculate the Mean-Variance Porfolio out of 10 - 20 shares (underlying data:daily,800 days). This means there is differential calculus involved for generating the Optimum graph.

Maths: Can Sage do the above? How long does it take compared to other software/languages?

Environment: We want the calculation Interface to be published at a website. Is it just like taking a linux server, install sage and than request with our UI language (php,..js) to sage and scrap the result?

Good i found you, already love you ;)

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answered 2012-02-26 15:42:07 +0100

Shashank

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Can you be more specific about what functions you are trying to use. Sage supports most of symbolic calculus necessary for what I do. As far as interface with a website is concerned, I have done it using cgi, but should be possible with php also. Have a look at this

http://ask.sagemath.org/question/1166...

I would not recommend using the eval command as it is a security problem. But, you can import sage in python as a module. So you can write a cgi script in python and import sage. This is something I was able to do in a very short time. If you spend more time I am sure you can do better.

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