DeFi Portfolio Optimization Masterclass

​In this masterclass, Mauricio Hernandes, PhD, IPOR Labs' Chief Scientist, will present standard portfolio optimization techniques (e.g., quadratic programming) to identify patterns of risk-reward of different liquidity pools in decentralized finance (DeFi).

​The masterclass will showcase how investment opportunities that “break” model assumptions often involve bigger risks that careful modeling can help unveil.

​Despite our focus on digital assets, the healthy skepticism built in this talk can be extended to most asset classes.

​Expect to learn (or refresh) the basics of Portfolio Optimization and a brief showcase of Dope (DeFi Optimizer), a Python module that helps you dive straight into modeling and market investigation.

​Draft agenda:

• ​Introduction to Fusion as an Asset Management Stack 

• ​Dope (DeFi Optimizer) Showcase - doing portfolio optimizations in DeFi

• ​From Dope to Plasma Vault launch

• ​Intro to the Fusion SDK

• ​Q&A Session