A portfolio-optimizer using Markowitz(1952) mean-variance model
PortOpt [Portfolio Optimizer] is a C++ program (with Python binding) implementing the Markowitz(1952) mean-variance model with agent's linear indifference curves toward risk in order to find the optimal assets portfolio under risk.
You have to provide PortOpt (in text files or - if you use the api - using your own code) the variance/covariance matrix of the assets, their average returns and the agent risk preference.
A comprehensive software suite for reading barcodes. Supports EAN/UPC, Code 128, Code 39, Interleaved 2 of 5 and QR Code. Includes libraries and applications for decoding captured barcode images and using a video device (eg, webcam) as a barcode scanner.