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
The ARPM Lab contains detailed documentation for all scripts and functions found in the coding environments.
To access the documentation, browse the contents on the navigation panel to the left, or click on the documentation icon in any part of the ARPM Lab, such as in the Theory.
This documentation contains comprehensive details of the steps needed to implement all the scripts and functions, inclusive of pseudo-code algorithms. The purpose of using pseudo-code is twofold:
- It is easier for users to understand than conventional programming language code, thus eliminating the language barrier for users;
- It is an efficient and language-independent description of the key principles of an algorithm, that can be implemented in a variety of programming languages.
Names of scripts, functions, variables and other identifiers are coherent among all the channels of the ARPM Lab, including Theory, Documentation, pseudo-code and Code to facilitate the learning process.
The Documentation is heavily cross-referenced, and thus provides the bridge between the Code and the rest of the ARPM Lab.
The Documentation for scripts is divided in chapters, following the Theory, and contains the following sections:
- Theoretical context
- Data (optional)
- Outcomes and figures
- See also