Use cases
Quantitative Research
Summary
Random portfolios are a general tool that undoubtedly have a number of applications yet to be discovered.
Description
Random portfolios are a close analogue to the statistical bootstrap and to random permutation tests. Wherever there are portfolios with constraints there is likely to be an opportunity to use random portfolios to learn about dispersal and/or to compare with “what would happen by chance”.
Random portfolios are also a source of realistic portfolios that may be input to models.
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.
Looking for an enterprise license instead? View licensing options.