Posts

Showing posts from May, 2021

Optimization with Python: all you need for LP-MILP-NLP-MINLP

  Operational planning and long-term planning for companies are more complex in recent years. Information changes fast, and decision-making is a hard task. Therefore, optimization algorithms are used to find optimal solutions for these problems. Professionals in this field are the most valued ones. In this course you will learn what is necessary to solve problems applying: Linear Programming ( LP ) Mixed-Integer Linear Programming ( MILP ) Nonlinear Programming ( NLP ) Mixed-Integer Linear Programming ( MINLP ) Genetic Algorithm ( GA ) Particle Swarm ( PSO ) Constraint Programming ( CP ) Second-Order Cone Programming ( SCOP ) NonConvex Quadratic Programming ( QP ) The following solvers and frameworks will be explored: Solvers : CPLEX – Gurobi – GLPK – CBC – IPOPT – Couenne – SCIP Frameworks : Pyomo – Or-Tools – PuLP Same Packages and tools : Genetic algorithm – Pyswarm – Numpy – Pandas – MatplotLib – Spyder – Jupyter Notebook Moreover, you will learn how to apply some lineariz...

Stock Sector Investing Via Quantitative Modeling In Excel

  THIS COURSE WILL CHANGE YOUR PERCEPTION ABOUT THE APPROACH TO INVESTING. We will teach you in-depth a stock investing strategy known as  Sector Rotation , from concept to implementation, whose principles are used among  hedge fund professionals . While stock sectors generally tread in the same direction as the broader stock market, their individual performance can differ. We will see in this course  how to select the right sectors using ETFs to improve investment performance . Then we will learn how to  incorporate a natural hedge into the system to make it more resilient against stock market shocks and downturns . The end result is a robust portfolio that is much  lower in risk , yet yielding  comparable or even higher returns  than the broad stock market.  Sector Rotation is a powerful  quantitative strategy  that is grounded in well-established theory and common sense. There are  no chart reading, ...