Intense, real-world, memorable - gamified simulation training
Intense, real-world, memorable - gamified simulation training
Portfolio Management simulation
Portfolio Management simulation
Participants become portfolio managers and engage in an intense battle to generate risk-adjusted returns
The Portfolio Management Simulation uses real-time market data, providing an accurate reflection of the fast-paced environment of fund management and asset allocation.
Participants manage asset diversification, mean-variance optimization, and market analysis to make informed investment decisions.
This multiplayer simulation encourages critical thinking and emphasizes financial literacy, strategic investment, and risk management. Participants are assessed based on the Sharpe Ratio they achieve.
3 to 6 hours
Interns & Analysts. Employees in Hedge Funds and broader Asset Management
Basic understanding of CAPM, Sharpe Ratio, mean-variance optimization
Adaptive learning by doing in a competitive team setting
Simulator provides performance data to HR to optimize staffing decisions
Explained by videos, case studies, pop-up windows
Provided by simulator
Simulator runs by itself (coaching is optional)
Managed by the simulator
Virtual, at the desk, in-training room or hybrid
41 seconds
Per participant (pricing valid for 50+ students)
The following industry professionals were involved from the beginning in the inception, creation, development, testing, and optimization of the simulation.
Former Corporate Finance Practice Specialist, McKinsey, Gerhard Kling.
Investment Professional, HPS Investment Partners, Gerhard Wortche.
Investment Professional, PE, VC, and family offices, Olaf Rottke.
Senior M&A Investment Banker, Morgan Stanley, Bharat Venugopal.
VC Investor, Raushan Kretschmar.
Join this 20-minute webinar, followed by a Q&A session, to immerse yourself in the simulation.
or
Book a 15-minute Zoom demo with one of our experts to explore how the simulation can benefit you.