IBM Algorithmics Portfolio Optimization with Algo Risk Application

IBM Algorithmics Portfolio Optimization with Algo Risk Application Training CourseThis 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 optimizationHow to create and manage portfolio optimization problems in ARAHow to define and build objective functionsHow to set and populate the universe of tradeable instrumentsSetting limits and trading cost assumptions on individual securitiesGlobal constraints applied at the whole portfolio and/or group levelMulti-Objective optimization, and the use of use of normalization and scaling.The use of trade budgets and penalties in portfolio optimization