Aug. 14-19, 2017, New York University
Data science and machine learning; market, credit & liquidity risk management; factor modeling, portfolio construction, and more.
Theory, live simulations, review sessions
Academic credit, 40 GARP CPD, 40 CFA Institute CE credits, ARPM Certificate®
Gala Dinner with the top minds in quantitative finance
Social Mixer with hundreds of practitioners and academics
Revisit all topics and solidify knowledge in the ARPM Lab®, accessible anytime from home
All the code (interactive, no installation), case studies, videos, slides, and more
In 6 intense days, the Advanced Risk and Portfolio Management Bootcamp
- Consolidates portfolio managers’ and risk managers’ expertise into a structured and rigorous quantitative framework
- Empowers avid learners with background in data science, engineering, computer science, physics and mathematics to gain the deep technical knowledge necessary to operate across the complex world of quantitative trading, asset management, and risk management.
- Education: 50 hours of instruction (lectures and practice sessions). Topics include data science and machine learning; classical/Bayesian multivariate statistics and econometrics; financial analytics, market, credit & liquidity risk management; estimation error and model risk; factor modeling, alpha-beta signals, portfolio construction and optimization; algorithmic trading, systematic strategies, portfolio insurance, drawdown control; optimal trade execution; and much more
- Networking: Gala Dinner, Social Mixer, and other events with industry leaders, renowned academics and the 400+ fellow attendees.
- ARPM Lab®: we just launched ARPM’s online learning platform with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides. The ARPM Lab delivers to you the contents of the ARPM Bootcamp, wherever you are and whenever you want and can. Only for this year, we will provide continued free access to the ARPM Lab until December
- Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; (optional) ARPM Certificate®
- (Optional, free) pre- Bootcamp Conference
- In operation since 2007, with over 2,000 alumni globally including industry leaders and respected academics