Download Kartik Sivaramakrishnan's Trading Show West Coast 2015 presentation.
Kartik Sivaramakrishnan is a Senior Researcher at Axioma. In his role as a senior researcher, Kartik develops second-order mixed-integer portfolio models and interior point algorithms and associated software for solving these models in a high performance computing environment. He also researches the applications of these models in improving the investment process in practice.
We were glad to have Karitk present at Trading Show West Coast held March 5, 2015 in San Francisco, CA. Karitk gave a presentation on "Back-to-the-Future Portfolio Construction- new techniques in multi-period optimization".
Download his presentation to find out what he had to say on:
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Single-period optimization vs. multi-period optimization
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Generic multi-period model
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Trade scheduling
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Portfolio transition management
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MPO with alpha decay