IBM Algorithmics Portfolio Optimization with Algo Risk Application
Kurs
In Hamburg
Beschreibung
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Kursart
Kurs
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Ort
Hamburg
This target audience is the ARA end-user, particularly risk managers/analysts, portfolio managers, traders, and other investment professionals. Das Zentrum IBM präsentiert das folgende Programm, mit dem Sie Ihre Kompetenzen stärken sowie Ihre gesteckte Ziele erreichen können. In dem Kurs zu dieser Schulung gibt es verschiedene Module zur Auswahl und Sie können mehr über die angebotenen Thematiken erfahren. Einfach anmelden und Zugang zu den folgenden Themen erhalten
Standorte und Zeitplan
Lage
Beginn
Beginn
Hinweise zu diesem Kurs
You should have:
Prior training and/or experience in the standard ARA application is presumed.
Basic understanding of the concept and applications of portfolio optimization.
Training in portfolio optimization also requires the ARA optimization module, with corresponding CPLEX licensing
Meinungen
Themen
- IBM
Inhalte
This extension of the standard ARA course provides specialized hands-on training in the use and application of the software’s portfolio optimization functionality.
The objectives and course content include:
- The applications and “building blocks” of portfolio optimization
- How to create and manage portfolio optimization problems in ARA
- How to define and build objective functions
- How to set and populate the universe of tradeable instruments
- Setting limits and trading cost assumptions on individual securities
- Global constraints applied at the whole portfolio and/or group level
- Multi-Objective optimization, and the use of use of normalization and scaling.
- The use of trade budgets and penalties in portfolio optimization
Training Paths that reference this course are:
- IBM Algorithmics - Portfolio Manager
Zusätzliche Informationen
Please refer to Course Overview
IBM Algorithmics Portfolio Optimization with Algo Risk Application