Optimization of Portfolios and Investments: Wolfram U Lesson

How to create optimal portfolio and asset mixes given certain sets of risk tolerance. Optimization methods include quadratic, conic, linear, etc. Analyze portfolio performance metrics, such as asset correlation and forecasted returns.

Summary
There are many ways to optimize portfolios. In this video lesson, you will use built-in Wolfram Language functions to create optimal asset mixes for portfolios with certain sets of risk tolerance. The optimization functions used in the demonstrated analysis include quadratic optimization, conic optimization, linear optimization, linear fractional optimization and second-order cone optimization. The lesson also discusses performance metrics, such as asset correlation and forecasted returns, to evaluate a portfolio.

Featured Products & Technologies: Wolfram Language (available in Mathematica and Wolfram|One)


You'll Learn To

Access financial data and relevant functions from within Wolfram Language
Analyze correlation within a portfolio
Optimize investment portfolios to maximize returns and profits while minimizing volatility and loss
Simulate and forecast the value of a portfolio with a mix of assets
Model risk behaviors and their effects
Accommodate many types of portfolio constraints with your optimization functions