Re: [ojAlgo-user] BLApp

[Anders P. <an...@op...>]

On 13 jan 2009, at 16.19, bru...@uk... wrote:

> Hej, I would like to know where I can get the BLApp application  
> source code?


You cannot get it - it's not open source.


> Indeed, the links on the olAlgo and on the Optimatika web sites  
> seems to be broken.


Yes, there seems to be a problem. I can most likely fix that as soon  
as I get to the office tomorrow morning. Try again later tomorrow...


> I succesfully solved my optimization problem using ActiveSolver with  
> a system and now I would like to use the Black-Litterman Model.
> On the ojAlgo websida it is mentionned the following:
> The Black-LItterman model delegates to a Markowitz model that in  
> turn generates a quadratic optimisation model that instantiates an  
> active set solver that iteratively calls a lagrange solver

I see that some of those javadoc links are outdated (but they do give  
you info about where to go). Start here:

http://ojalgo.org/generated/org/ojalgo/finance/portfolio/BlackLittermanModel.html

or better still, look at the source code for that class (and  
everything else in that package).


> Though it doesn't help me that much. It would be great if I could  
> see how it is implementde using a Model.


If you don't want to use the BlackLittermanModel class you can looks  
at its source and do the same thing. If you have questions related to  
(using) ojAlgo source code you may ask about that on the ojAlgo-user  
mailing list.

https://lists.sourceforge.net/lists/listinfo/ojalgo-user

/Anders