Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.
Features
- Quadratic optimization
- Return based style analysis
- Black-Litterman model
Categories
Investment ManagementLicense
BSD LicenseFollow Portfolio Allocation/Simulation
You Might Also Like
Boost application security and continuity with SKUDONET ADC, our Open Source Load Balancer, that maximizes IT infrastructure flexibility. Additionally, save up to $470 K per incident with AI and SKUDONET solutions, further enhancing your organization’s risk management and cost-efficiency strategies.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of Portfolio Allocation/Simulation!