[ojAlgo-user] about the applet of "The Black-Litterman Model "
Mathematics, linear algebra and optimisation
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From: zero f. <zer...@gm...> - 2011-03-15 02:27:35
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HI, Thanks for reply. In fact, I am a freshman about ojalgo project. I am a quant on researching blacklittleman for statistical arbitrage portfolio. I am very happy to know that ojalgo has developed a prototype application<http://www.ojalgo.org/blapp.html>using the Black-Litterman model for portfolio selection. But I see from your website(http://www.ojalgo.org/blapp.html) This application has been temporily down. However, I am still wanting to know whether I can get this prototype application <http://www.ojalgo.org/blapp.html> (applet) open source code, since it is a good startpoint and very valueable for my research. Thanks a lot! Best Regards, zhanglianhua paristrading |