Akutan is an open source finance project working in the asset allocation, portfolio analysis arena of financial informatics. For
the most part it stays away from instrument valuation and market models given that there are several other
projects dedicated to that space, e.g. quantlib
Akutan does focus on many topics relevant to Financial Informatics though mostly from the quantitative point of view rather than the computer science point of view.
Akutan started out with implementations of
several different non-linear optimization algorithms from the literature, but it has since blossomed to include more diverse portfolio analytics such as Return Based Style Analysis, Correlation/Covariance cleaning models,
as well as a Black-Litterman implementation and worked examples from the major papers in the Black-Litterman literature.
The applets are still hosted on my personal website.
Akutan is built upon the Colt java numerics library and JFreechart for graphing. In a future release I'd like to add support for
downloading and storing market data for use in the various analysis. This data may be stored in derby. Still no really easy to use
source for historical market data, though yahoo.com does have some of what we need.