What is this blog?

I realized anybody who just comes upon this might not have any context for this blog.

I'm working on an open source project on Asset Allocation and investment tools in Java. The project named akutan, for a volcano in Alaska, is hosted by sourceforge. I've got sample applets on my website www.jayw.com, one which shows off the variety of algorithms I've been working with the last 2 years, and another which shows off some work on the Black-Litterman model I've done.

I've also written a paper on Black-Litterman trying to yet again de-mystify the model by walking through all the equations from square 1. It is the good part about publishing on the web, there is no issue with too many equations and not enough inches of text!