The Total PORT Experience: What’s New in Portfolio Optimizer in PORT
Bloomberg clients consistently rely on portfolio optimizer, that is part of PORT application, to improve the composition of their portfolios. There are a lot of use cases that are currently supported by the optimizer, including equity backtesting, hedging interest rate risk for a fixed income portfolio, and improving risk/return profile of a fund of funds portfolio. In this session, we’re excited to share with you an overview of recently released portfolio optimizer features that will support your investment strategy.
Discussion topics:
Discussion topics:
- Support for multiple benchmarks
- Apply exclusions to your investment universe
- Preview of running portfolio optimizer programmatically via API in Python (beta)
Speakers
Joelle Reid
Portfolio Optimization, Performance and Risk Specialist
Bloomberg
Joëlle Reid is a buy-side solutions specialist for Europe. She focuses on portfolio construction, risk and performance workflows across asset management and hedge funds. Her expertise lies in Index Tracking Portfolio Optimization, sustainable finance regulation requirements, asset allocation and liquidity management.
Adam Viberg
Buy-Side Sales Engineer, Portfolio and Risk Analytics
Bloomberg
Adam Viberg is a sales engineer for Europe focusing on Bloomberg's portfolio and risk solutions. Adam has been a product specialist in the PORT ecosystem for a number of years with specific expertise on performance, risk and programmatic workflows.