2 programs for "sharpe" with 1 filter applied:

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  • 1
    Portfolio Optimizer Software (POS)
    Portfolio Optimizer Software. Automatically calculates the best asset combination for a given portfolio, expected return, risk and Sharpe ratio. Performs Monte Carlo simulation of thousands of different portfolios.
    Downloads: 0 This Week
    Last Update:
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  • 2
    A collection of portfolio management components. Sharpe Model for selection of an initial portfolio is already implemented. A genetic algorithms package, also written in java, is used for the search of the best portfolio variants.
    Downloads: 0 This Week
    Last Update:
    See Project
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