IBM Algorithmics Portfolio Optimization with Algo Risk ApplicationIBM
Preis auf Anfrage
Häufig gestellte Fragen
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
Was lernen Sie in diesem Kurs?
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
Please refer to Course Overview