Updated blacklitterman.org

I updated the blacklitterman.org website with a definitely working Scilab script for the He and Litterman paper, and hopefully working Matlab scripts for the same thing. I should get a chance to debug the Matlab scripts in the next day. It is one of the most common queries on my website, looking for Matlab Black-Litterman scripts.

I've been having a lot of good discussions with co-workers about how one might structure a tool for Black-Litterman work. It's helping me continue to get a better handle on the various ideas and how they all interrelate. At this point it seems the math is the easy part.

I'm hoping to try and pull this together and update the paper since it's been almost 6 months since the last update. Not too many new things to put in there, but maybe some more flesh on the bones.

Also trying to clean things up in the website html a bit, finally moving to a dreamweaver template for the site so it's easier to make site wide changes.