Re: [ojAlgo-user] about the applet of "The Black-Litterman Model "

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

It's been temporarily down for some time now. It will eventually get back up, but not until I've finished "the next version".

It's not an applet but a servlet, and it's not open source. Everything I used to build it is open source, but not the application itself.

The class you want is:

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

it is part of ojAlgo (open source).

The org.ojalgo.finance.portfolio package has been refactored (api-breaking) since v29 was released and most likely will be further before v30 is finally released.

/Anders


On 15 mar 2011, at 03.27, zero fromzero wrote:

> 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 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 (applet) open source code, since it is a good startpoint and very valueable for my research. Thanks a lot!
> Best Regards,
> zhanglianhua
> paristrading
> ------------------------------------------------------------------------------
> Colocation vs. Managed Hosting
> A question and answer guide to determining the best fit
> for your organization - today and in the future.
> http://p.sf.net/sfu/internap-sfd2d_______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user