Fundamental Fund Manager

If you have an ideal target portfolio, then Portfolio Probe can get as close as possible to that ideal while still obeying whatever constraints you have (which may include how much trading to do).

There is no need to make up expected returns. There is no need to have a variance matrix unless you have a tracking error constraint or some other constraint involving the variance.

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.