ARPM Bootcamp 6-day Intensive Quantitative Training

(Last Updated On: May 18, 2018)

Advanced Risk and Portfolio Management (ARPM) Bootcamp
6-day Intensive Quantitative Training
Online anytime I New York, 13-18 August 2018

The ARPM Bootcamp with 500 onsite attendees (70% practitioners – 30% academics)
– Consolidates risk managers’, financial data scientists’ and portfolio managers’ expertise into a structured and rigorous quantitative framework
– Empowers avid learners with a quantitative background to gain the deep technical knowledge necessary to operate across the complex world of quantitative risk management and asset management

Learn
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; and much more
Onsite (New York): intense training/networking event, 6 days/50 hours of instruction (lectures and review sessions)
Online (MOOC): same lectures cut into 100+ clips, embedded in the ARPM Lab for immediate access to all supporting tools.
Grants ARPM Bootcamp Certificate of Completion, 40 GARP CPD; Academic credits with partner universities

Practice
Revisit theory, case studies, Python & MATLAB code, slides, exercises, … in the ARPM Lab online available for months upon enrollment

Connect (onsite)
Gala Dinner: (first 330 on-site registrants) dine and socialize with world-renowned quants and industry leaders; plus lottery, charity, and more…
Social Mixer: mingle with ~500 practitioners and academics; chat, play, and share memories and photos
– Breaks: multiple, informal occasions to network with like-minded fellow attendees

Contact us for group discounts and alumni discounts     

Enroll

        Program | VideoTestimonials

ARPM Lab
The Online Platform to Learn and Teach Quantitative Finance

The ARPM Lab contains the tools to learn and practice all the concepts introduced during the ARPM Bootcamp and the ARPM Marathon.

Our online platform is accessible from interconnected and constantly updated channels:

 Theory                                                                     Case studies
 Python code (Jupyter – no installation)                    Excercises
 MATLAB code (Virtual desktop – no installation)     Simulation clips
 Slides

Try 14 days free!

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs