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6-day intensive course – 15-20 Aug 2016 – NYU, led by Dr. Attilio Meucci

Held since 2006, this weeklong class taught by Attilio Meucci provides in-depth understanding of financial quantitative modeling from the foundations to the latest developments.
Topics include portfolio construction, factor modeling, liquidity and execution, estimation/data mining, risk modeling, optimization, and much more.
Topics are delivered as theory, live simulations, videos, review sessions and exercises.

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Gala Dinner, Social Mixer, and other networking opportunities

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Internships and job opportunities through our partnerships with leading quant asset managers, hedge funds, consulting firms, and software houses

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2 full-day conferences: Python and MATLAB, with introduction to ARPM programming and cutting edge research from Industry and Academia

python / matlab

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Talks by renowned researchers at the forefront of quantitative finance. Past speakers included Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Alex Lipton, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, and more

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Access to the ARPM Lab, an interactive online e-learning platform featuring course notes, examples, case studies with code, and exercises that are constantly updated with the latest industry and academic developments

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Certifications: academic credit with Partner Universities, 40 GARP CPD and 40 CFA Institute CE credits and ARPM Certificate®

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One More Reason charitable fund donations – over $300k distributed to date

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Running since 2006 with over 3,000 alumni globally including industry leaders and respected academics

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