This is a Python implementation of Robert C. Merton’s efficient or minimum-variance portfolio algorithm from the paper An Analytic Derivation of the Efficient Portfolio Frontier (1972). Building on the work of Harry Markowitz, Merton describes a way to assign weights to a list of securities to make a portfolio that has the lowest variance in…
Portfolio
Boolean Network Animation
This page animates the dynamics of a random boolean network, a collection of interconnected binary variables with a rule for determining the next state from the current one. 🔗 network.blakerayvid.com View on GitHub
Covid Report NYC
View the latest Covid-19 case, hospitalization, and death trends for New York City in a simple web interface. 🔗 covidnyc.blakerayvid.com View on GitHub
Epidemic Simulator
This Jupyter notebook simulates a disease spreading through a community in random motion. Individuals are represented as points undergoing independent random walks in a bounded 2D environment. Parameters include: the population size, the average population density, the number of times to evolve the system, the number of trials to conduct, and the fraction of the…
Science Sims
During my involvement with the City College Science Sims project, I had the chance to create p5.js sketches to help explain physics and math concepts. These included an interactive ray diagram utilized by faculty to enhance the teaching of optics, a damped spring system, a savings account simulator and more. 🔗 sims.blakerayvid.com View on GitHub
Option Pricing
This is a set of MATLAB functions for calculating vanilla option prices, along with several examples of how the functions can be used. Developed from theory presented in Option Trading by Euan Sinclair. 🔗 View on GitHub
Projectile Motion
This is a Desmos project which calculates the two possible angles at which to fire a projectile with a given muzzle speed to hit a specified target at (x,y). The project also displays the range envelope for the given muzzle speed where solutions exist. You can move the target around in the window and the…