News
2005 December 06
Version 3 of POP Portfolio Construction Suite is released. The new version provides significant speed improvements especially when a large number of assets are allowed to trade. There are also severaly additional constraints. Details are in the Software Products section.

See the press release (pdf).


2004 September 25
Version 2 of POP Portfolio Construction Suite is released. The new version provides very significant speed improvements as well as a few additional features. Details are in the Software Products section.

See the press release (pdf).


2004 January 2
The Working Paper entitled "Permuting Super Bowl Theory" is released. Software for permutation tests and data are also available at R for the Super Bowl.


See the press release (pdf).


2003 September 6

The Technical Analysis Challenge begins. Submissions will be accepted through the 4th of October 2003.

See the press release (pdf).


2003 May 19

The POP Portfolio Optimizer software is released. Details are in the Software Products section.

Additionally, there is a new Working Paper entitled "On Using Statistical Factor Models in Optimizing Long-Only Portfolios". The main finding is that the manner in which the benchmark is incorporated into the variance matrix is very important.

See the press release (pdf).


2003 February 23

"A Guide for the Unwilling S User" is now in the Tutorials section. This is an introduction to S-PLUS and R that is as brief as possible.