Key features

Quadratic Constraint

Description

A quadratic constraint involves a product with a square matrix that has dimensions corresponding to the assets.

Implementation

Quadratic constraints, in general, are not implemented in Portfolio Probe. It does the specific cases of volatility constraints and tracking error constraints.

Portfolio Probe can be tricked into doing some quadratic constraints on the portfolio (the matrix needs to be symmetric). Doing quadratic constraints on the trade is not possible.

Other key features

Generate Random Portfolios

Portfolio Optimization

Utility-free Optimization

Contraints and flexibility

Transaction Costs

Computing Engine

Start today

Try Portfolio Probe for free

Explore the full platform with a 30-day free trial. Test advanced portfolio optimization, risk analysis, and random portfolio generation using your own investment scenarios.

  • Full feature access
  • No credit card required
  • 30-day free trial

Looking for an enterprise license instead? View licensing options.