Advanced Portfolio Optimization and Backtesting with Discrete Constraints
Watch this exclusive webinar where Gurobi experts Silke Horn and Robert Luce dives deep into the advanced techniques of portfolio optimization and backtesting using discrete constraints.
What You’ll Learn:
How Gurobi’s MIP technology enables complex portfolio optimization with discrete decisions such as fixed costs, transaction limits, and cardinality constraints.
Best practices for incorporating backtesting into your investment strategy to validate model assumptions and measure performance under real-world market conditions.
How to fine-tune your models to unlock alpha and improve decision-making in portfolio selection.
This is a must-attend webinar for quantitative analysts, portfolio managers, and anyone looking to gain a competitive edge in the financial services space.


