logo-arpm-mooc

Self-Guided Online Course

icon Duration: 25 hours
icon Commitment: your pace
icon Lab access:
icon Online/onsite: online
icon Continuing education credits: 25 GARP CPD, 25 CFA CE
icon Recorded lectures:

Overview

icon Duration: 25 hours
icon Commitment: your pace
icon Lab access:
icon Online/onsite: online
icon Continuing education credits: 25 GARP CPD, 25 CFA CE
icon Recorded lectures:
The ARPM MOOC is the ultimate package for self-learners of the ARPM Certificate: 25 hours of online instruction split into 134 micro-video-lectures, complemented by the full weight of the ARPM Lab, for you to absorb at your own pace.

  • Instruction: the course covers the main items of the ARPM Certificate: financial engineering, data science for finance, risk management, and portfolio management. Topics include data science and machine learning; classical/Bayesian multivariate statistics and econometrics; financial analytics, market, credit & liquidity risk management; estimation error and model risk; factor modeling, alpha-beta signals, portfolio construction and optimization; algorithmic trading, systematic strategies, portfolio insurance, drawdown control; optimal trade execution; and much more.
  • Flexibility: the 25 hours of the ARPM MOOC are divided into 134 micro lectures of a few minutes each, to maximize efficient time management and absorption of the materials.
  • ARPM Lab: each micro-lecture is embedded in one specific section of the ARPM Lab, and therefore it is supported by: summary slides, detailed theory, case studies, toy examples, simulations clips, code, and exercises.
  • Certification: the ARPM MOOC provides the most flexible exposure to attain the ARPM Certificate.

Instructor

Attilio Meucci

ARPM Founder
Attilio Meucci is the founder of ARPM - Advanced Risk and Portfolio Management. Prior to ARPM, Attilio was the chief risk officer at KKR; and the global head of research for Bloomberg’s risk and portfolio analytics platform. Attilio has taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore). Attilio earned a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder.

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