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@njcray
njcray / mvo-example.r
Created March 5, 2019 17:34
Example of using portfolio mean-variance optimization in R
#
# Some example R code for processing stock data
#
# A lot of error checking and problem reporting has been omitted in favour of keeping the
# basic ideas to the fore.
#
#---- Get a list of the FTSE-100 companies ----
# e.g. by scraping a suitable web page
@njcray
njcray / QVM.html
Created January 23, 2018 00:10
QVM 3D Contingency Table Visualisation
<html><head>
<TITLE>QVM Contingency Table</TITLE>
</head>
<body onload="rgl.start();">
<div align="center">
<script>/*
* Copyright (C) 2009 Apple Inc. All Rights Reserved.
*
* Redistribution and use in source and binary forms, with or without