Jay's Asset Allocation Blog

Blog about my off-hours work on the problem of Asset Allocation including but not limited to Portfolio Optimization algorithms, algorithms and approaches for improved estimation of Asset Allocation inputs and other potentially related items.

Friday, June 12, 2009

Updated Applet

So I've updated the Applet, took me longer than I thought. It's still a little under development, but the new one is posted and it should be easier to use. Right now it doesn't allow a whole bunch of changes to the problem yet, that will come later.

It has some tooltips and hopefully it will be more intuitive to use than the previous one. It has the same set of charts, but they aren't in the same place anymore.

Monday, June 8, 2009

Updating the Applet

I moved the paper to SSRN and now the BLApplet comes up top on Google so I'm trying to clean it up. The old one is quite idiosyncratic with odd keystrokes and now I'm trying to move to a more intuitive design. It is a fun challenge and I haven't been doing much Swing lately at work so it's a fun distraction as well. I will post again when I get it done, though I'm hoping it's not more than a few more days before I can get the alpha release of the new version up there!