Portfolio Construction with the Mosek Solver

📅 Date: October 16, 2025 (Thursday)
⏰ Time: 7:30 PM
📍 Location: DEV.BG – Python User Group
🔗 Registration: https://d.dev.bg/5fk62x4t

ℹ️ About the Event:
Learn how to use the Mosek Solver and its Fusion API for Python to model and solve complex portfolio optimization problems.
The session will walk through various optimization approaches used in investment management, combining real-world financial objectives with mathematical rigor.

🎯 Key topics:

• What is the Mosek Optimizer and Fusion API

• Types of problems in portfolio management (linear, convex quadratic, conic, mixed integer)

• Portfolio construction using constraints and investment objectives

• Modeling and solving with Mosek in Python

• Q&A session

🎟️ Speaker:
Metodi Nikolov, Senior Quant Developer @ Man Group
With over 20 years of experience in quantitative software and data modeling, Metodi currently works at Man Group – Numeric, developing advanced portfolio management tools. His background spans fintech, optimization, and applied mathematics.

🏢 Supported by:
Man Group Technology – A global investment firm fostering innovation through technology and collaboration.