ARPM Bootcamp 6-day Intensive Quantitative Training

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 […]

Advanced Risk and Portfolio Management (ARPM) Bootcamp by Attilio Meucci

Advanced Risk and Portfolio Management (ARPM) Bootcamp by Attilio Meucci Dates: August 11-16, 2014. Location: New York University 40 CE units CFA Institute, 40 CPE units GARP The ARPM Bootcamp (http://symmys.com/ arpm-bootcamp) provides in-depth understanding of buy-side modeling from the foundations to the latest advanced statistical and optimization techniques, in nine intense, heavily quantitative hours […]

HFT – High frequency risk drivers

 I would recommend ARPM for anything risk   ARPM recommends MathFinance Conference 2017 20-21April 2017, Frankfurt MathFinance Conference is one of the top quant events of the year. The conference is designed for practitioners in the areas of trading, quantitative and derivatives research, risk and asset management, insurance, as well as academics. [ Brochure ] [ Agenda ] [ […]

6-day intensive quant course

    6-day intensive quantitative course  14-19 Aug 2017 – New York University This 6-day intense course taught by Attilio Meucci provides broad picture and in-depth understanding of quantitative risk management and quantitative portfolio management for Asset Management, Banking, and Insurance, from instrument to enterprise risk level. Key features: Education: intensive, heavily quantitative, comprehensive 6-day […]

Slides on systematic strategies

Latest slides on systematic strategies All from Attilio Meucci’s world who has some great example code for trading risk analysis This is the major link you want:   The "Checklist" – Construction: cross-sectional strategies from ARPM – Advanced Risk and Portfolio Management   In this issue you will find: 1. ARPM Education Slides: Systematic strategies […]

Quant ANALYSIS insights

Quant ANALYSIS insights 1.1 Video: Principal Component Analysis of the Swap Curve This video shows the geometrical interpretation of the classical parallel shift/steepening/twist PCA analysis of the term structure of interest rates. The first factor (parallel shift) is a movement along the first principal axis of the ellipsoid defined by mean and covariance, and similar for […]

6-day intensive quant course Bootcamp and Research papers

6-day intensive quant course Bootcamp and Research papers One day, I might do this course as it is worth every penny! Less then a month before the ARPM Bootcamp! The ARPM Bootcamp provides in-depth understanding of buy-side modeling from the foundations to the most advanced statistical and optimization techniques, in nine heavily quantitative hours each day […]

6 day course Advanced Risk and Portfolio Management Bootcamp

I would do this! I. ARPM Bootcamp 2015 Six-day course Advanced Risk and Portfolio Management Bootcamp Dates: July 13-18, 2015. Location: New York University – Kimmel Center. The ARPM Bootcamp provides in-depth understanding of buy-side modeling from the foundations to the most advanced statistical and optimization techniques, in nine heavily quantitative hours each day for six […]

Risk management video overview with Matlab

Risk management video overview with Matlab This is really important among the Portfolio Optimization I put out there. You can get the code from the associated links I provide at: Trading risk management in MATLAB More mentioned here for Attilio Meucci: http://www.amazon.ca/Risk-Asset-Allocation-Attilio-Meucci/dp/3642009646 http://symmys.com/arpm-bootcamp Join my FREE newsletter to learn more about risk management for profitable […]