News

2015 May 17

A user support email announces that Portfolio Probe is available for R version 3.2, and points towards Frequently Asked Support Questions because of a complication.

2013 May 07

A Portfolio Probe newsletter announces the availability of the pprobeSup public domain package.  In particular that there is functionality for scenario optimization.

2013 April 29

A user support email announces that version 1.06 of Portfolio Probe is available.  Details of the new version are in the Change log.

2012 October 09

A Portfolio Probe newsletter announces that the Portfolio Probe Cookbook has been populated with some useful pages.

2012 October 02

A user support email warns of two bugs:

  • Asking (effectively) for only a lower bound on turnover results in no turnover constraint.
  • The random.portfolio.utility function returns two portfolios if you ask for one.

2012 August 02

A Portfolio Probe newsletter announces the availability of annual subscriptions for Portfolio Probe.  It also talks about the release of version 1.05, the pprobeData package, and some blog highlights.

2012 June 25

A user support email announces the release of version 1.05 and the pprobeData package.  Details of the new version are in the Change log.

2012 May 23

A Portfolio Probe newsletter outlines improvements in version 1.04 and gives some blog highlights.

2012 April 19

A user support email announces the release of version 1.04.  Details are in the Change log.

2012 March 05

Quantitative Finance Collector posts an interview with Patrick Burns.

2012 February 21

A Portfolio Probe newsletter talks about the second beta release of version 1.04, BurStFin being on CRAN, and calling Portfolio Probe from C++.

2012 January 20

A user support email announces the availability of a second beta for version 1.04.  This works in R version 2.14.x and also includes some additional changes and bug fixes.

2011 November 10

A user support email is issued that states that Portfolio Probe does not yet work in R version 2.14.0. It will when the official version of 1.04 is released.

2011 November 03

A Portfolio Probe newsletter talks about the beta release of version 1.04, some of its implications, software testing, and highlights some blog posts since the last newsletter.

2011 October 05

The release of the beta of version 1.04 is announced in a user support email.

Also Portfolio Probe is made available under Linux 32-bit and 64-bit (but not demo or academic versions).

2011 July 04

Two bugs in version 1.03 are discussed in a user support email.

2011 May 10

The Windows 64-bit version of Portfolio Probe is available.

This is discussed — including the special offer for existing clients — both in the May 2011 Portfolio Probe Newsletter and the May 2011 user email.

2011 April 13

Portfolio Probe version 1.03 is released. Details are in the Change log.

The most noteworthy change is the addition of risk fraction constraints.

This update is discussed in the April 2011 Portfolio Probe Newsletter and the April 2011 user email.

2010 December 16

The first edition of the Portfolio Probe Newsletter.

2010 December 08

Portfolio Probe version 1.02 is made available.  Details are in the Change log.

Portfolio Probe user email.

Mists of time

Bill helps with the name — thanks.