Portfolio Allocation/Simulation

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Inactive

Analyzed about 3 hours ago. based on code collected about 6 hours ago.

Project Summary

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.

In a Nutshell, Portfolio Allocation/Simulation...

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has had 161 commits made by 1 contributors
representing 6,702 lines of code
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is mostly written in Java
with an average number of source code comments
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has a codebase with a long source history
maintained by nobody
with stable Y-O-Y commits
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took an estimated 2 years of effort (COCOMO model)
starting with its first commit in April, 2006
ending with its most recent commit over 16 years ago

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Project Security

Vulnerabilities per Version ( last 10 releases )

There are no reported vulnerabilities

Project Vulnerability Report

Security Confidence Index

Poor security track-record

Favorable security track-record

Vulnerability Exposure Index

Many reported vulnerabilities

Few reported vulnerabilities

About Project Vulnerability Report

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