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Ronald Hochreiter – Contemporary Portfolio Optimization Modeling with R

In case you missed it! This presentation on Portfolio Optimization with R is available on IBKR’s YouTube Channel.

Ronald Hochreiter will review the most common ways to conduct the task of portfolio optimization with R. After this introduction, he will address some remarks about the modeling of portfolio problems. In the second part, we will demonstrate a revolutionary way to model and solve portfolio optimization problems using R. The basic idea of conceptualizing a new way to model portfolio optimization problems is to build a portfolio optimization modeling language on top of a generalized algebraic modeling language. By focusing on several modeling and optimization approaches, the webinar is designed to provide new insights for a broad range of interested parties.

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

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