This is the Linux app named Portfolio Allocation/Simulation whose latest release can be downloaded as akutan-docs-1.0.jar. It can be run online in the free hosting provider OnWorks for workstations.
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Portfolio Allocation/Simulation
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DESCRIPTION
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
Audience
Financial and Insurance Industry
User interface
Java Swing
Database Environment
JDBC
This is an application that can also be fetched from https://sourceforge.net/projects/akutan/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.