Possible? Mean-Variance Portfolio, Differential Calculus?
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 ;)