ARPM Lab topics
Quantitative Risk Management
The topics of the ARPM Lab span the entire spectrum of advanced Data Science and Quantitative Finance.
In one framework and relying on one consistent notation, the ARPM Lab facilitates connections across disparate topics, and covers:
- All the major asset classes: equities (public/private), fixed income, credit, currencies, alternatives, high-frequency, enterprise, etc.
- The most advanced techniques: data science and machine learning, factor modeling, portfolio construction, algorithmic trading, investment risk measurement, liquidity modeling, enterprise risk management, etc.
While most materials on quantitative finance focus on asset pricing and risk neutral valuation (“Q”), the ARPM Lab focuses on the much broader applications to real world probability (“P”, learn more).