Intensive onsite training on data science for finance, quantitative risk modeling and portfolio construction
New York, August 10 - 16 2020
The same program as the Bootcamp, delivered in one single online course at your own pace, and enhanced by practice sessions in the Lab
In-depth, master-level online program modern quantitative finance in 4 core courses, with emphasis on data science
Body of Knowledge
Quantitative Portfolio Management
- the financial aspects of portfolio management (risk-return trade-off, optimal execution, dynamic rebalancing, performance attribution, etc...)
- the mathematical aspects of portfolio construction (optimization, views processing, etc...).
This module covers the above topics in a unified framework across the financial industry: asset management, banking, and insurance. This modules addresses both portfolio construction for funds (asset management) as well as business allocations for enterprises (banking and insurance).