[ojAlgo-user] Markowitz Example

[Anthony E. <ant...@al...>]

Hi 

Ive spent all afternoon looking at this mailing list just to find a basic example of Markowitz optimisation so I can see how to do things properly (especially creating the covar matrics etc).  Does anyone have a basic example to point me in the right direction please?

A lot of the code fragments in the list seem to be from older versions and dont even compile now ...

Any help would be really appreciated – I have seen the little documentation there is, but just want a simple example if possibe where i supply an expected returns and covar and get back the weights ...

Thanks everyone

Anthony