My Toy Black-Litterman Optimiser

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As a self-education exercise I wrote myself a crude Black-Litterman portfolio planner following the algorithms given on Willian Sharpe's site.

Portfolio Program Screenshot: Screenshot of my tiny Black-Litterman optimiser.Portfolio Program Screenshot: Screenshot of my tiny Black-Litterman optimiser.

You can see the source code which is attached below.

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SimpleBlack.java7.68 KB