I require an a java component or oracle package that implements all of the formulas in "Modern Portfolio Theory". (They do not need to be open source, they can be commerical components.)
我需要一个java组件或oracle包来实现“现代组合理论”中的所有公式。 (它们不需要是开源的,它们可以是商业组件。)
My searching has yet to find anything suitable.
我的搜索还没找到合适的东西。
Any help on this would be greatly appreciated, I would like to buy a component to do this rather than writing it myself.
任何有关这方面的帮助将不胜感激,我想购买一个组件来做这件事而不是自己写。
Thank you
2 个解决方案
#1
ojAlgo has a Markowitz model implementation as well as a collection of other classes related to modern portfolio theory.
ojAlgo有Markowitz模型实现以及与现代投资组合理论相关的其他类的集合。
#2
WebCabComponents appears to have a library for doing Porfolio Theory and Markowitz-related work and this implies it'll perform Sharpe-ratio work.
WebCabComponents似乎有一个用于进行组合理论和Markowitz相关工作的库,这意味着它将执行夏普比率工作。
#1
ojAlgo has a Markowitz model implementation as well as a collection of other classes related to modern portfolio theory.
ojAlgo有Markowitz模型实现以及与现代投资组合理论相关的其他类的集合。
#2
WebCabComponents appears to have a library for doing Porfolio Theory and Markowitz-related work and this implies it'll perform Sharpe-ratio work.
WebCabComponents似乎有一个用于进行组合理论和Markowitz相关工作的库,这意味着它将执行夏普比率工作。