Portfolio Probe allows you to discover and deploy your skills to best effect.
Random portfolios are a powerful tool to answer a number of questions. They can give you a competitive advantage.
- Select better strategies
This is done by calibrating backtests.
- Improve the dynamic weighting of strategies
Use random portfolios to see the real-time performance of the strategies.
- Understand the value of constraints
Are your constraints being useful, or getting in the way?
- Identify the parts of the investment process that work well, and which don’t
Emphasize what works, try to improve soft spots.
Applications of Random Portfolios
- Test a Trading Strategy
- Evaluate Constraint Bounds
- Performance Attribution
- Portfolio Construction Process Attribution