ARPM Certification - Testing

Lab activity

The majority of the testing occurs while you are studying. The ARPM platform tracks the active time spent across theory, code, slides and animations for each topic in the Lab, indicated by the teal dot in our system:

Teal dot — Dot: when teal, it's tracking your activity

Practical project

The practical project is an individual project of your choice that analyzes one or more topics in the Advanced Risk and Portfolio Management (ARPM) Topics.
Breadth of coverage is favored over depth.

The project consists of three components:

a one-page description of the project
the associated Python, MATLAB or R code
a 10-minute recorded video presentation of the project.

The grade for the project is a number P in the interval [0,1].
The grade for the project is computed as P=(D+C+V)/3, where "D", "C" and "V" are three numbers, each in the interval [0,1].

The number "D" evaluates the description. Candidates are expected to clearly state assumptions, methodology and conclusions.

The number "C" evaluates the code: if the code is modular, easily readable, and accurately mirrors the description C=1; if it does not run C=0; for the intermediate cases an intermediate value will be determined.

The number "V" evaluates the video presentation. Candidates are expected to speak clearly and to be able to communicate quantitative concepts to an audience of interested generalists.

To submit the project, candidates should adhere strictly to the guidelines below.
For each violation, P is multiplied by a factor 0.8.

1. Description

Write the description of your project in LaTeX or Word
Strictly adhere to the notation conventions of the ARPM Topics
Save it in .pdf format as “Description.pdf”
Ensure that the total length of “Description.pdf”, including any potential figures, does not exceed one page

2a. Code: environment

Write and test the code directly on the ARPM Lab
Work and save your code within your personal folder, named "myFiles", that you find pre-loaded in the Lab coding environments (important: the content of every other folder is overwritten and lost when you close the session!)

2b. Code: style

Strictly adhere to the notation conventions of the ARPM Topics
Create one and only main script "S_Main.py" or "S_Main.m"
Place all the code, functions and data in one folder named (your own) "FirstName-LastName-Project"
Ensure that the main script runs the whole project within the folder

3. Presentation

Record an audio/video presentation of your project "Video presentation.mp4" (you can use e.g. this software )
Strictly adhere to the notation conventions of the ARPM Topics
Use screen-sharing to showcase any materials you deem useful
Overlay your audible commentary as you illustrate your project
Show your face in one corner of the screen as you speak
Ensure that the total length of your presentation does not exceed 10 minutes

4. Submission

Place "Description.pdf" and "Video presentation.mp4" together with the code in folder "FirstName-LastName-Project" (you can drag-and-drop or upload the files into the folder from myFiles or from the Jupyter Lab environment)
Send an email to information@arpm.co
- from the email address associated with your ARPM Lab account
- subject line “ARPM Certification Practical Project”
- body: empty
Do not modify folder “FirstName-LastName-Project” after sending the email

Allowed R packages:

name: base
channels:
name: base
Channels: - conda-forge
- defaults
Dependencies:
- r-askpass=1.1
- r-assertthat=0.2.1
- r-backports=1.1.5
- r-base=3.6.1
- r-base64enc=0.1_3
- r-bit=1.1_14
- r-bit64=0.9_7
- r-bitops=1.0_6
- r-blob=1.2.0
- r-broom=0.5.2
- r-callr=3.3.2
- r-caret=6.0_84
- r-cellranger=1.1.0
- r-class=7.3_15
- r-cli=1.1.0
- r-clipr=0.7.0
- r-clisymbols=1.2.0
- r-codetools=0.2_16
- r-colorspace=1.4_1
- r-config=0.3
- r-crayon=1.3.4
- r-curl=4.2
- r-data.table=1.12.6
- r-dbi=1.0.0
- r-dbplyr=1.4.2
- r-desc=1.2.0
- r-devtools=2.0.2
- r-digest=0.6.23
- r-dplyr=0.8.3
- r-e1071=1.7_2
- r-ellipsis=0.3.0
- r-evaluate=0.14
- r-fansi=0.4.0
- r-farver=2.0.1
- r-forcats=0.4.0
- r-foreach=1.4.7
- r-forecast=8.7
- r-forge=0.2.0
- r-fracdiff=1.4_2
- r-fs=1.3.1
- r-generics=0.0.2
- r-ggplot2=3.2.1
- r-gh=1.0.1
- r-git2r=0.26.1
- r-glue=1.3.1
- r-gower=0.2.1
- r-gtable=0.3.0
- r-haven=2.2.0
- r-hexbin=1.27.3
- r-highr=0.8
- r-hms=0.5.2
- r-htmltools=0.3.6
- r-htmlwidgets=1.3
- r-httpuv=1.5.2
- r-httr=1.4.1
- r-ini=0.3.1
- r-ipred=0.9_9
- r-irdisplay=0.7
- r-irkernel=1.0.2
- r-iterators=1.0.12
- r-jsonlite=1.6
- r-kernsmooth=2.23_15
- r-knitr=1.26
- r-labeling=0.3
- r-later=1.0.0
- r-lattice=0.20_38
- r-lava=1.6.6
- r-lazyeval=0.2.2
- r-lifecycle=0.1.0
- r-lmtest=0.9_37
- r-lubridate=1.7.4
- r-magrittr=1.5
- r-markdown=1.1
- r-mass=7.3_51.4
- r-matrix=1.2_17
- r-memoise=1.1.0
- r-mgcv=1.8_29
- r-mime=0.7
- r-modelmetrics=1.2.2
- r-modelr=0.1.5
- r-munsell=0.5.0
- r-nlme=3.1_141
- r-nnet=7.3_12
- r-numderiv=2016.8_1.1
- r-nycflights13=1.0.0
- r-openssl=1.4.1
- r-pbdzmq=0.3_3
- r-pillar=1.4.2
- r-pkgbuild=1.0.6
- r-pkgconfig=2.0.3
- r-pkgload=1.0.2
- r-plogr=0.2.0
- r-plyr=1.8.4
- r-pracma=2.2.5
- r-prettyunits=1.0.2
- r-processx=3.4.1
- r-prodlim=2019.11.13
- r-progress=1.2.2
- r-promises=1.1.0
- r-ps=1.3.0
- r-purrr=0.3.3
- r-quadprog=1.5_7
- r-quantmod=0.4_15
- r-r2d3=0.2.3
- r-r6=2.4.1
- r-randomforest=4.6_14
- r-rappdirs=0.3.1
- r-rcmdcheck=1.3.3
- r-rcolorbrewer=1.1_2
- r-rcpp=1.0.3
- r-rcpparmadillo=0.9.800.1.0
- r-rcurl=1.95_4.12
- r-readr=1.3.1
- r-readxl=1.3.1
- r-recipes=0.1.7
- r-rematch=1.0.1
- r-remotes=2.1.0
- r-repr=1.0.1
- r-reprex=0.3.0
- r-reshape2=1.4.3
- r-rlang=0.4.2
- r-rmarkdown=1.14
- r-rodbc=1.3_15
- r-rpart=4.1_15
- r-rprojroot=1.3_2
- r-rsqlite=2.1.2
- r-rstudioapi=0.10
- r-rvest=0.3.5
- r-scales=1.1.0
- r-selectr=0.4_1
- r-sessioninfo=1.1.1
- r-shiny=1.3.2
- r-sourcetools=0.1.7
- r-sparklyr=1.0.2
- r-squarem=2017.10_1
- r-stringi=1.4.3
- r-stringr=1.4.0
- r-survival=2.44_1.1
- r-sys=3.3
- r-tibble=2.1.3
- r-tidyr=1.0.0
- r-tidyselect=0.2.5
- r-tidyverse=1.2.1
- r-timedate=3043.102
- r-tinytex=0.17
- r-tseries=0.10_47
- r-ttr=0.23_5
- r-urca=1.3_0
- r-usethis=1.5.1
- r-utf8=1.1.4
- r-uuid=0.1_2
- r-vctrs=0.2.0
- r-viridislite=0.3.0
- r-whisker=0.4
- r-withr=2.1.2
- r-xfun=0.11
- r-xml2=1.2.2
- r-xopen=1.0.0
- r-xtable=1.8_4
- r-xts=0.11_2
- r-yaml=2.2.0
- r-zeallot=0.1.0
- r-zoo=1.8_6