Quant Bootcamp

A 4+2 day intensive bootcamp on machine learning,
portfolio construction and quantitative finance

Request info

Get the full syllabus, schedule, fees and admissions details

Quant Bootcamp

A 4+2 day intensive bootcamp on machine learning,
portfolio construction and quantitative finance

Request info

Get the full syllabus, schedule, fees and admissions details

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.

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.

...and other professionals interested in quantitative finance and data science.

Request info

No obligation. Full syllabus & fees included.

Rated 4.8 / 5 by over 1,000 Quant Bootcamp participants

Michelle Cheng
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...

Julio Herrera Estrada
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...

Caden Lee
Derivatives Analyst, Quantitative
It provides a good overview of the frameworks introduced; the way Attilio illustrates the intuition of key concepts are splendid...

Read all reviews

Schedule

New York Time

8:30 AM

12:00 PM

1:15 PM

2:00 PM

2:45 PM

3:00 PM

5:00 PM

Frankfurt Time

2:30 PM

6:00 PM

7:15 PM

8:00 PM

8:45 PM

9:00 PM

11:00 PM

Mon, Jul 13	Tue, Jul 14	New York University onsite and Live streaming Wed, Jul 15	Thu, Jul 16	Thu, Jul 23	Live streaming only Fri, Jul 24
Introduction Linear Mean-Covariance Statistics LEARN MORE Theory overview Attilio Meucci	Probabilistic Machine Learning LEARN MORE Theory overview Attilio Meucci	Time Series and Sequential Decisions LEARN MORE Theory overview Attilio Meucci	Financial Engineering LEARN MORE Theory overview Attilio Meucci	Portfolio and Enterprise Risk Management Portfolio and Enterprise Risk Management LEARN MORE Theory overview Attilio Meucci	Portfolio Construction and Trading Portfolio Construction and Trading LEARN MORE Theory overview Attilio Meucci Recap
Break	Break	Break‹	Break	Break	Break
S. Uryasev	J. Gatheral	D. Rosen	D. diBartolomeo	B. Litterman	C.A. Lehalle
F. Mercurio	M. Kritzman	D. Madan	P. Kolm	L. Goldberg	J.P. Bouchaud

Applications Sophie King	Applications Sophie King	Applications Milena Kojic	Applications Milena Kojic	Applications Milena Kojic	Applications Sophie King
	Social Mixer

Request full program details

No obligation. Full syllabus & fees included.

Delivery options

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:

Robert Almgren

Co-Founder

Quantitative Brokers

Andrew Ang

Head of Factor Investing Strategies

BlackRock

Dan diBartolomeo

Owner

Northfield Information

Jean-Philippe Bouchaud

Chairman

Capital Fund Management

Peter Carr

Professor

New York University

Rama Cont

Professor

Oxford University

Emanuel Derman

Professor

Columbia University

Bruno Dupire

Head of Quant Research

Bloomberg

Jim Gatheral

Professor

Baruch College, CUNY

Lisa Goldberg

Head of Research

Aperio Group

Igor Halperin

Finance AI

Fidelity

John Hull

Professor

University of Toronto

Petter Kolm

Professor

New York University

Mark Kritzman

Founder

Windham Capital Management

Charles-Albert Lehalle

Head of Quantitative R&D

ADIA

Alexander Lipton

Co-Founder

Sila

Bob Litterman

Co-Founder

Kepos Capital

Bob Litzenberger

Professor

University of Pennsylvania

Andrew Lo

Professor

M.I.T.

Dilip Madan

Professor

University of Maryland

Fabio Mercurio

Head of Quant Analytics

Bloomberg

Dan Rosen

CEO

d1g1t

Til Schuermann

Partner

Oliver Wyman

Steven Shreve

Professor

Carnegie Mellon University

Stanislav Uryasev

Professor

Stony Brook University

What You Will Gain

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