Economists have been mumbling about Expected Utility Maximizers for about a century now. Have any of them posted source code online? Where can I download it? Is there an associated sourceforge project? What is such a program called?
As with any such arbitrage based code...such an algorithm would be very valuable :) Many wall street firms in the US base their entire operations on a handful of such algorithms.
In other words, no...but, if you coome up with one and open source it yourself, you could probably make a bundle in added support, customization and commercial bundling (eg, open source the algo, but charge a license for commercial use).
