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 days, with theory, live simulations, review sessions and exercises.
Topics include portfolio construction, factor modeling, liquidity and execution, risk modeling, and much more (accreditation for 40 CE units CFA Institute and 40 CPE units GARP)
The ARPM Bootcamp features a Gala Dinner with world-renowned quants (Rob Almgren, Peter Carr, Bruno Dupire, Alex Lipton, Bob Litterman, Fabio Mercurio, Steven Shreve, …). We also make donations to several charities via One More Reason (to see video, photos, feedback and more from last year’s ARPM Bootcamp, click here)
Much support comes from our Educational Supporters (GARP, CFA Institute, PRMIA, Society of Actuaries, …); our Corporate Supporters (PricewaterhouseCoopers, Mathworks, Axioma, Northfield, MSCI, NAG,…); and several Masters in Financial Engineering (CQF, Washington, MIT, Carnegie Mellon, NYU, Cornell, …)
For program and overview, click here. To register, click here.
II. Featured white papers: special issue on diversification
The SSRN Research Paper Series for Advanced Risk and Portfolio Management has the objective of collecting mathematically rigorous and practical research for buy-side quantitative finance. The series is free, owns no copyright, and your work can be embedded simultaneously in other series/journals. To include your research in the series, please contact us at firstname.lastname@example.org.
Selected featured articles:
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns-Prices and Dividends for the Bazacle Company from 1372 to 1946, by D. Le Bris, W. N. Goetzmann, S. Pouget, read article
Economic Capital Modeling Closed Form Approximation for Real-Time Applications, by T. Ribarits, A. Clement, H. Seppala, H. Bai, S. Poon,read article
Regime Shifts and Stock Return Predictability, by R. Hammerschmid, H. Lohre,read article
Reconciling Factor Optimization with Portfolio Constraints, by B. Gnedenko, I. Yelnik, read article
Kinetic Component Analysis, by M. Lopez de Prado, R. Rebonato,read article
III. Buy-side quant discussions on LinkedIn
View our technical discussions on the SYMMYS forumon LinkedIn. Sample discussions:
Other quant forums exist, but our group focuses on quant buy-side issues. Also, no advertisements here, only practical knowledge sharing! Jointo contribute papers, code, or thoughts on topics such as portfolio construction, drawdown control, liquidity risk, market impact, estimation and forecasting, etc.
Quant Academy Introduction for support and quant based forum
If you are wanting to learn how to trade automated strategies in R/Matlab or using open source technologies, this could be for you.
My sponsoring company QuantLabs.net introduced an ‘Academy’ a few days ago. If you are interested, please check it out at: