Where to find an implementation of Modern Portfolio Statistics in Java or Oracle (eg sharpe ratio, sortinto ratio etc)

Question

I require an a java component or oracle package that implements all of the formulas in "Modern Portfolio Theory". (They do not need to be open source, they can be commerical components.)

My searching has yet to find anything suitable.

Any help on this would be greatly appreciated, I would like to buy a component to do this rather than writing it myself.

Thank you

Answer 1

WebCabComponents appears to have a library for doing Porfolio Theory and Markowitz-related work and this implies it'll perform Sharpe-ratio work.

Answer 2

ojAlgo has a Markowitz model implementation as well as a collection of other classes related to modern portfolio theory.