IBM Algorithmics Portfolio Optimization with Algo Risk ApplicationBusiness Management
DescriptionWhat we offer
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
ObjectivesWhat you learn
Please refer to Course Overview
TopicsThe best for you
This one-day course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.
- Overview of Optimization in ARA
- Steps to Opimization in ARA
- Creating an Optimization Problem in ARA
- Objective Function
- Trade List and Limits Table
- Global Constraints
- Optimization Problem Processing and Results
- Optimization Problem Management
- Use of Trade Restrictions in Optimization
PrerequisitesWhat should you know
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
AudienceWho should attend
This target audience is the ARA end-user, particularly risk managers/analysts, portfolio managers, traders, and other investment professionals.