Webinar

Unlocking Alpha with Gurobi

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

April 1, 2025

10:00 AM - 11:30 AM PST

Webinar

Unlocking Alpha with Gurobi

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

April 1, 2025

10:00 AM - 11:30 AM PST

Webinar

Unlocking Alpha with Gurobi

Advanced Portfolio Optimization and Backtesting with Discrete Constraints

April 1, 2025

10:00 AM - 11:30 AM PST

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.

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.

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.

Speakers

Meet Your Expert Speakers

Learn from the best in the industry.

  • Robert Luce

    Senior Director of Optimizer R&D

    Image

    Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.

  • Silke Horn

    Senior Optimization Engineer

    Image

    Dr. Silke Horn is a Mathematical Optimization QA Engineer with the Gurobi Optimizer team. She began her journey at Gurobi in 2018 in the technical support team and transitioned to R&D in 2024. She holds a Ph.D. in Mathematics from TU Darmstadt (Germany) and has many years of experience in academic teaching and software development.

Speakers

Meet Your Expert Speakers

Learn from the best in the industry.

  • Robert Luce

    Senior Director of Optimizer R&D

    Image

    Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.

  • Silke Horn

    Senior Optimization Engineer

    Image

    Dr. Silke Horn is a Mathematical Optimization QA Engineer with the Gurobi Optimizer team. She began her journey at Gurobi in 2018 in the technical support team and transitioned to R&D in 2024. She holds a Ph.D. in Mathematics from TU Darmstadt (Germany) and has many years of experience in academic teaching and software development.

Speakers

Meet Your Expert Speakers

Learn from the best in the industry.

  • Image

    Senior Director of Optimizer R&D

    Robert Luce

    Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.

  • Image

    Senior Optimization Engineer

    Silke Horn

    Dr. Silke Horn is a Mathematical Optimization QA Engineer with the Gurobi Optimizer team. She began her journey at Gurobi in 2018 in the technical support team and transitioned to R&D in 2024. She holds a Ph.D. in Mathematics from TU Darmstadt (Germany) and has many years of experience in academic teaching and software development.

Register Now

Explore What's Possible with Optimization

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Register Now

Explore What's Possible with Optimization

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.

Register Now

Explore What's Possible with Optimization

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.