BLaadin Edge Financial Systems

Tools for Market Simulation, Portfolio Selection and Risk Managemen

BLaadin is a financial market simulation tool aimed at private banking and wealth management professionals. It facilitates market analysis and forecasting as well as making portfolio recommendations. In particular it asserts consistency between forecasts and recommendations.

BLaadin deals with asset class categories, risk profiles and model portfolios. Its core functionality is merging the market equilibrium portfolio with the user’s personal market view. This is done simultaneously and consistently for an arbitrary number of risk profiles.

BLaadin will suggest how to improve strategic positions as well as how to tactically allocate in accordance with the user’s view.

BLaadin incorporates machine learning techniques as an option to produce market views. Further it can suggest how to best complement an existing portfolio or how to implement a desired mix of assets using a limited set of predefined mandates.

BLaadin is of use to anyone responsible for producing market forecasts or portfolio recommendations tailored to a specific risk profile. In addition it can be valuable to managers of well diversified funds.

Evaluate Results updated

The Evaluate Results page has been significantly updated/redesigned. In addition it is now possible to configure which portfolio evaluation context is used to calculate return, risk and various key figures.

Problem Obtaining BLaadin Edge Passwords?

The password e-mails sent out by BLaadin have a tendency to get caught in spam filters. At the moment there’s no other solution than to advice users to check among their spam / junk mail.

To start using BLaadin Edge:

  1. Go to http://t-cloud.blaadin.com/
  2. Fill-in your e-mail address and press the New User link
  3. Wait for the password e-mail to arrive, and check among your spam / junk mail if necessary
  4. Fill-in the password in the login form, and press the Login button

New web site today

BLaadin Edge Financial System officially launched its new web site today. There’s not much information yet, but there will be soon. Visit this page again soon...

ojAlgo Mathematical Programming

The ojAlgo LP/QP/MIP solvers are designed for when you need a pure Java solver for a smaller/simpler problem. Today the best commercial solvers (typically not written i Java) are very capable. ojAlgo can not compete with them. On the other hand, in many cases, a commercial solver is total overkill. There's a huge set of use cases where something like ojAlgo is a better choice.

The ojAlgo solvers have been around for years - particularly the QP solver. It dates back to the very beginning of ojAlgo 10 years ago. Among the current test cases the only thing that doesn't work is semi continuous variables in MPS files/models. (This feature simply isn't supported at the moment.) Difficult MIP models is one area where a commercial solver will seriously outperform ojAlgo. ojAlgo can solve several cases from the Mixed Integer Problem Library (MIPLIB) but is significantly slower than commercial alternatives.

New version released

Released a new version of the BLaadin public beta available at http://t-cloud.blaadin.com/

Primarily:

  1. A number of things related to market definition and assigning confidence to views are now configurable. Look under System Settings (the icon, second from the left) in the menu bar.
  2. Existing forecasting models have been tuned and a couple of new ones added

BLaadin screenshots uploaded

The screenshots are at the BLaadin Facebook page.

…but really, Never mind the screenshots. Try BLaadin directly:
http://t-cloud.blaadin.com/

How to get started using BLaadin

There is not yet user documentation for BLaadin available. This is the bare minimum you need to know to get started using the on-line beta version of BLaadin.

  1. You need to have javascript enabled in your browser
  2. The very first time you use BLaadin your browser needs to download/cache some javascripts. With a slow Internet connection this may take some time - be patient.
  3. The password e-mail messages often get caught in spam filters. If you don’t find your password e-mail please have look among your junk mail.
  4. BLaadin should work with any browser, but apparently it doesn’t. There’s been reports of Chrome not working, and Internet Explorer (older version) not looking good.
  5. Most BLaadin pages contain a table / data grid. If you right-click in the table area (any page) you’ll get a context menu. That context menu could contain several different items, but always contain a “Save Changes” item. Selecting that - saving changes - triggers updates in BLaadin. Discovering the context menu is necessary to add/remove/update data in BLaadin.

Some day there will be user documentation available...