Program

Logo ARPM Quant Marathon

The Quant Marathon guides students through the ARPM Lab in seven all-encompassing, mutually exclusive, core learning courses, plus optional coding refresher courses for preparation purposes.

Data Science Foundations

35-hours course
This course prepares for the Data Science Foundations module of the ARPM Certificate Body of Knowledge.
Representations of a distribution
Marginalization
Conditioning
Normal distribution
Quadratic-normal distribution
Notable multivariate distributions
Elliptical distributions
Scenario-probability distributions
Exponential family distributions
Mixture distributions
Univariate results
Definition and properties of copulas
Special classes of copulas
Implementation
Expectation and variance
Expectation and covariance
L2 geometry
Factor models and learning
Overview
Regression LFM's
Principal component LFM's
Factor-analysis LFM's
Cross-sectional LFM's

Testimonials

Our thousands of Alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.

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