Use cases

There are (at least) three general areas for which random portfolios are useful: Performance, Risk and Quant.

Performance

Benchmark investment performance, evaluate managers, and measure results with objective comparisons based on random portfolios.

Risk

Improve portfolio risk analysis by validating models, testing constraints, and comparing against thousands of random portfolios.

Quant

Support quantitative research with practical tools for testing strategies, exploring portfolio construction, and validating investment ideas.