Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.

Features

  • Quadratic optimization
  • Return based style analysis
  • Black-Litterman model

Project Activity

See All Activity >

Categories

Investment Management

License

BSD License

Follow Portfolio Allocation/Simulation

Portfolio Allocation/Simulation Web Site

Other Useful Business Software
Error to trace to log to deploy. One click. No SSH. Icon
Error to trace to log to deploy. One click. No SSH.

Catch the cause before the pager goes off.

AppSignal links every error to the trace, the trace to the log, the log to the deploy that shipped it.
Free 30 days.
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of Portfolio Allocation/Simulation!

Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry

User Interface

Java Swing

Database Environment

JDBC

Registered

2006-04-10
Report inappropriate content