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IBM Algorithmics Portfolio Optimization with Algo Risk Application (G1003G)

  • Overview
  • Who Should Attend
  • Certifications
  • Prerequisites
  • Objectives
  • Content
  • Schedule
Course Overview

Duration: 1 Days

Skill level: Advanced

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:

Who Should Attend

This target audience is the ARA end-user, particularly risk managers/analysts, portfolio managers, traders, and other investment professionals.

Course Certifications

This course is part of the following Certifications:

Prerequisites

Prerequisites

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

 

Course Objectives

Please refer to Course Overview

Course Content

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

Course ID: G1003G


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