Session 2: Bqfactor Integration with PORT Optimizer
Discussion topics:
- Learn how to leverage the BQFactor API in order to optimize your backtest using Port Risk models
- We will use results that were achieved in the first session in order to optimize the performance, while putting certain constraints using Port Optimizer added features
- Learn how to leverage the BQFactor API in order to optimize your backtest using Port Risk models
- We will use results that were achieved in the first session in order to optimize the performance, while putting certain constraints using Port Optimizer added features
Speakers
FIRAS TRIKI
Quant Developer
BLOOMBERG/ 731 LEX
Firas implements quantitatively-based workflows in Bloomberg's BQuant platform for buy-side clients. Prior to Bloomberg, Firas was a Quant Developer on the sell-side working both on Equity Derivatives and Fixed Income products. He earned a Master’s Degree in Computer Science, a Master’s Degree in Financial Engineering as well as a Certificate in Quantitative Finance.