Software

Here I provide some of the software I have developed.

Markowitz’ Critical Line Algorithm for Matlab and Python


A Matlab toolbox written in Fortran for a fast computation of the constrained efficient frontier for asset portfolio choice. A Python interface is available as well. I also provide a reference implementation in Julia. [More]

 

Simple Billing Tool


This is a tool to create billing for contractual work from MS Outlook data written in Python. The software looks for appointments with a specified title between two dates. Then it outputs when and how long you worked on the project in a MS Excel sheet. [More]

Master Mind Solver


This is a Java Applet I submitted to a high school project contest in 1997. It plays the Master Mind game against a human player and guesses the combination the other player thought of with the minimal number of guesses. [More]