The efficient frontier is a ubiquitous tool in quantative finance, yet it is often calculated using incredibly inefficient methods. Can we do better using a healthy helping of analysis and linear algebra.

Pure mathematics can get a bad reputation at times for being too abstract, and losing relevance to the real world. I think this reputation is largely unjustified and so, in this post, I show how a knowledge of the pure mathematical topics of linear algebra and combinatorics led me to a blazingly fast, and devilishly simple solution to a Google coding interview question.