Key Features

Long Only Constraint

Description

Disallow the possibility of short positions. From the mathematical perspective, this rules out negative weights.

Implementation

The long.only argument takes a logical value, which by default is FALSE.

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.