This is the Linux app named EfficientFrontier whose latest release can be downloaded as EFrontier_x86_W7.rar. It can be run online in the free hosting provider OnWorks for workstations.
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EfficientFrontier
DESCRIPTION
Compute minimum variance portfolio according to prices available in csv format.
The program need Microsoft Visual C++ 2010 Redistributable Package (http://www.microsoft.com/en-ca/download/details.aspx?id=5555)
User interface
Qt
Programming Language
C++
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/efrontier/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.