This should certainly be interesting. Did anyone with a quant background here try the software yet? What are your thoughts? Do other similar software exist in market right now?
I, too, would love to hear from someone who has tried this software. By the way, I found an interview with Nathan Brixius, a senior developer working on the Microsoft Solver Foundation library:
Regarding similar software, there's MOSEK and a bunch of others whose logos show up on Solver Foundation's website. If you like to code in Python, there's CVXOPT and CVXMOD. If you're into MATLAB, there's CVX and Yalmip.
Comments
This should certainly be interesting. Did anyone with a quant background here try the software yet? What are your thoughts? Do other similar software exist in market right now?
I, too, would love to hear from someone who has tried this software. By the way, I found an interview with Nathan Brixius, a senior developer working on the Microsoft Solver Foundation library:
http://hanselminutes.com/default.aspx?showID=209
Regarding similar software, there's MOSEK and a bunch of others whose logos show up on Solver Foundation's website. If you like to code in Python, there's CVXOPT and CVXMOD. If you're into MATLAB, there's CVX and Yalmip.