IBM Algorithmics Portfolio Optimization with Algo Risk Application

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

Czas trwania

1 dzień

cena szkolenia netto

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Kod szkolenia


Profil uczestnika

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


  • 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

Wymagane przygotowanie uczestników

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
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