ojAlgo-finance

The development of ojAlgo has largely been motivated by various financial applications. Most of the ojAlgo code is simply maths — not specific to any domain — but there is also domain/finance specific code. That includes code that allows you to:

• Download and parse historical data obtained from Yahoo Finance, Alpha Vantage, IEX Trading or other sources.
• Patch, transform and analyse time series data.
• Modern portfolio theory: Markowitz, Black–Litterman and other models.
• Generate future market scenarios.
• Simulate the behaviour of portfolios.

Everything necessary to do that is in ojAlgo — zero dependencies.

With the release of ojAlgo v44 the finance-specific code was moved to its own repository/artifact — ojAlgo-finance — but with ojAlgo v51 that move was reverted. Everything “finance” is again part of the core ojAlgo artifact.

• ojAlgo v44 ↔ ojAlgo-finance v1.0.0 (first release as a separate artifact)
• ojAlgo v50 ↔ ojAlgo-finance v2.4.1 (last release as a separate artifact)

Portfolio Tactics

Portfolio Tactics

Optimatika’s Tactical Portfolio Optimiser — Portfolio Tactics — is built on ojAlgo, ojAlgo-finance and some of the ojAlgo-extensions modules.

Optimatika has many years of experience building support systems for private banking and wealth management professionals. Portfolio Tactics is a tool envisioned by Optimatika — it’s what we saw was missing in the industry. Although designed for professionals managing many portfolios on behalf of others, it is also usable by sophisticated individual investors.

There is more information about Portfolio Tactics at Optimatika’s site. It is part of Optimatika’s product and service offering.