key features

Number of Closing Positions Constraint

Description

Control the number of positions that are closed. A position is closed if an asset is in the existing portfolio but not in the new portfolio.

Implementation

The close.number argument does this in Portfolio Probe.

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.