Quant Bootcamp
Machine Learning for Quantitative Finance
4+2-day Intensive Training in Machine Learning for Finance
The Quant Bootcamp is a comprehensive 4+2-day overview of advanced data science applied to quantitative finance.
It clarifies how the key methods of modern quantitative portfolio management fit together and provides a fast, structured tour of their financial applications.
Continue exploring every topic after the program in the ARPM Lab (opens in a new tab) .
Is the Quant Bootcamp right for you?
The Quant Bootcamp is designed for professionals and students who want a structured introduction to modern quantitative methods in finance.
Typical participants include:
- Finance professionals transitioning into quantitative roles
- Data scientists moving into finance
- PhD or graduate students in mathematics, statistics, or physics
- Portfolio managers seeking a structured overview of modern methods
- Other professionals interested in quantitative finance and data science
No obligation. Full syllabus and fees included.
Rated 4.8 out of 5 by over 1,000 participants
Director of Risk at Axonic Capital
“Ability to connect with other like-minded people, exposure to the latest quant and risk developments, and access to keynote speakers.”
Vice President at BlackRock
“A comprehensive overview of many topics and how they fit together, with intuition and a wealth of material to explore.”
Derivatives Analyst, Quantitative
“A strong overview of the frameworks, with splendid explanations of the intuition behind key concepts.”
Schedule and Delivery
The program runs over four full days at NYU or via live stream, followed one week later by two additional live-streaming days.
Mornings focus on theory; afternoons focus on Python applications and guest lectures.
| New York Time | New York University onsite and Live streaming | Live streaming only | Frankfurt Time | |||||
|---|---|---|---|---|---|---|---|---|
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Mon, Jul 12
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Tue, Jul 13
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Wed, Jul 14
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Thu, Jul 15
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one-week
break |
Thu, Jul 22
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Fri, Jul 23
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| 8:30 AM |
Probabilistic Machine Learning
Theory
Attilio Meucci
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Time Series and Sequential Decisions
Theory
Attilio Meucci
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Portfolio and Enterprise Risk Management
Theory
Attilio Meucci
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Portfolio Construction and Trading
Theory
Attilio Meucci
|
2:30 PM | |||
| 12:00 PM |
Break
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Break
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Break
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Break
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Break
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Break
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6:00 PM | |
| 1:15 PM |
D. Rosen
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B. Dupire
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S. Uryasev
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D. Madan
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M. Wolf
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P. Kolm
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7:15 PM | |
| 2:00 PM |
J.P. Bouchaud
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F. Mercurio
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D. diBartolomeo
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L. Goldberg
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B. Litterman
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C.A. Lehalle
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8:00 PM | |
| 2:45 PM |
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8:45 PM | |
| 3:00 PM |
Applications
Sophie King
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Applications
Sophie King
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Applications
Milena Kojic
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Applications
Milena Kojic
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Applications
Sophie King
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Applications
Sophie King
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9:00 PM | |
| 4:30 PM |
Social Mixer
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No obligation. Full syllabus and fees included.
Delivery options
- Full: onsite at New York University on Days 1–4, plus live streaming on Days 5–6
- Live streaming for all six days
Networking with Industry Leaders
- e-Lounge: socialize online with fellow participants and ARPM instructors from around the world.
- Social Mixer: an informal gathering to mingle, chat, and share experiences.
Guest Lectures
World-renowned quantitative practitioners and researchers have presented at the Quant Bootcamp. Past guests include:
(opens in a new tab)
Quantitative Brokers
(opens in a new tab)
BlackRock
(opens in a new tab)
Northfield Information
(opens in a new tab)
Capital Fund Management
Program Outcomes
What you will gain
- A complete mental map of quantitative finance
- A structured roadmap for further specialization
- Direct exposure to industry leaders
- Progress toward the Certification in Machine Learning for Advanced Risk and Portfolio Management
Achievements
- A Statement of Completion that contributes toward the ARPM Certification
- 40 GARP CPD credits
- Academic credits at partner universities
