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Location Office

4-B Jodrell Road
London
GB

Telephone

+44 (0)20 8525 0696

Contact

Patrick Burns
[email protected]m

Portfolio Probe

Generate random portfolios with Portfolio Probe. Uses of random portfolios: performance measurement, evaluate the usefulness of constraints, validate risk models, test trading strategies, …

Random portfolios (also called Monte Carlo simulation) produce much improved performance measurement.