Portfolio Probe is a financial software program from Burns Statistics that can generate random portfolios and optimize portfolio trades. It runs in the R language (and also in S+). Key Functionality - Computing Engine - Implementing Constraints - Generate Random Portfolios - Portfolio Optimisation - Managing Transaction Costs - Utility-Free Optimisation What are random portfolios? The idea of random portfolios is that they are a random sample of all of the portfolios that satisfy a given set of constraints. Suppose that our universe of assets is the stocks contained in the S&P...