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IBM Algorithmics Portfolio Optimization with Algo Risk Application (G1003G)     » zur vollständigen Seminarliste

This extension of the standard ARA course provides specialized hands-on training in the use and application of the softwares 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

Alle IBM Trainings werden mit Original IBM Schulungsunterlagen angeboten und finden in Kooperation mit dem von Arrow ECS autorisierten IBM Schulungspartner esciris statt.

Kurs-Id: IBM_G1003G


Please refer to Course Overview


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


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

Das Training findet auf Deutsch statt.