Quant Bootcamp
A 4+2 day intensive bootcamp on
machine learning,
portfolio construction
and quantitative finance
| Enroll NYU onsite/Live streaming | July 13, 2026 |
|---|
Quant Bootcamp
A 4+2 day intensive bootcamp on
machine learning,
portfolio construction
and quantitative finance
| NYU onsite/Live streaming | July 13, 2026 |
|---|
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.
The program provides a fast, structured tour of the ARPM Lab topics and their financial applications.
The Quant Bootcamp provides a quick, intense tour of the Lab topics.
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.
...and other professionals interested in quantitative finance and data science.
Rated 4.8 / 5 by over 1,000 Quant Bootcamp participants
Director of Risk @ Axonic Capital
Ability to connect with other like-minded people, exposure to the latest quant/risk development, and access to keynote speakers...
Vice President @ BlackRock
Great comprehensive overview of many topics and how they all fit together. Also provided some intuition. A lot of great material to go through...
Derivatives Analyst, Quantitative
It provides a good overview of the frameworks introduced; the way Attilio illustrates the intuition of key concepts are splendid...
Schedule
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Mon, Jul 13 |
Tue, Jul 14 |
New York University onsite and Live streamingWed, Jul 15 |
Thu, Jul 16 |
one-week |
Thu, Jul 23 |
Live streaming onlyFri, Jul 24 |
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Introduction |
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Portfolio and Enterprise
Portfolio and Enterprise Theory overview Attilio Meucci |
Portfolio Construction
Portfolio Construction Theory overview Attilio MeucciRecap |
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Break |
Break |
Break‹ |
Break |
Break |
Break |
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S. Uryasev |
J. Gatheral |
D. Rosen |
D. diBartolomeo |
B. Litterman |
C.A. Lehalle |
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F. Mercurio |
M. Kritzman |
D. Madan |
P. Kolm |
L. Goldberg |
J.P. Bouchaud |
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Applications Sophie King |
Applications Sophie King |
Applications Milena Kojic |
Applications Milena Kojic |
Applications Milena Kojic |
Applications Sophie King |
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Social Mixer |
- Full: Onsite at New York University (Days 1-4) + Live streaming (Days 5-6)
- Live streaming only (Days 1-6)
Networking with Industry Leaders
The Quant Bootcamp provides multiple networking opportunities:
- e-Lounge: online venue to socialize with hundreds of fellow Bootcampers from worldwide and ARPM instructors
- Social Mixer: an informal gathering to mingle, chat, play, share memories
- Guest speakers: world renowned quants have presented at the Quant Bootcamp. Past guests include:
- A complete mental map of Quant Finance
- Structured roadmap for further specialization
- Direct exposure to industry leaders
- Certification toward Machine Learning for Advanced Risk and Portfolio Management
Achievements
- A Statement of Completion, which also contributes toward attainment of the Certification in Machine Learning for Advanced Risk and Portfolio Management
- 40 GARP CPD
- Academic credits at partner universities
Partners
