Portfolio Allocation/Simulation download

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

Project Activity

See All Activity >

License

BSD License

Follow Portfolio Allocation/Simulation

Portfolio Allocation/Simulation Web Site

Other Useful Business Software

$300 Free Credits to Build on Google Cloud

New customers can spin up VMs, build with AI, and query data at no cost.

Put your $300 in credit toward real workloads, then keep building with free monthly usage for 20+ products. No commitment and no charge until you upgrade.

Start Free

Rate This Project

User Reviews

Be the first to post a review of Portfolio Allocation/Simulation!

Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry

User Interface

Java Swing

Database Environment

JDBC

Registered

2006-04-10

Similar Business Software

Sharesight

Sharesight is one of the world's most popular investment portfolio trackers used in over 100 countries across the globe. It automatically tracks your stocks, ETFs, dividends, currency changes, mutual funds, stock splits & more all in one place. You can use Sharesight to see your total...

See Software
Dynamo Software

Dynamo Software is the leading end-to-end, AI-powered platform for alternative investment management, centralizing and automating front-to-back-office operations for both General Partners and Limited Partners. Trusted by 1,000+ global clients managing more than $10T in AUM, Dynamo replaces...

See Software
PackHedge™

PackHedge™ is the world’s most advanced investment industry solution for Alternative/Hedge funds, Private Equity funds, Traditional/Mutual funds and many other investment instruments (UCITS, ETF, Equities, Real Estate, Forwards, Currencies, etc.) empowering quantitative and qualitative research...

See Software
ZenTreasury

ZenTreasury is the financial contract accounting subledger for lease and treasury, built for the Office of the CFO. Your ERP posts the entry. It doesn't know the contract behind it. ZenTreasury does. Add a lease once and get the full schedule: right of use asset, liability, and period by period...

See Software
QUODD

Delivering innovative market data solutions for over two decades, QUODD powers the financial ecosystem with the largest integrated suite of market data APIs in the industry. Our institutional-strength data offerings are built for your business; spanning dozens of market segments and delivered...

See Software
NaviPlan

Built on the most precise calculation engine in the financial planning market, NaviPlan® empowers firms to cater their services to any client, from simple goals-based assessments to advanced cash flow planning analysis. From simple goals-based assessments to advanced retirement income scenarios...

See Software