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Quant Marathon program


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

Refreshers for Python and MATLAB are also available on demand.

Data Science Mathematics

This course prepares for the Data Science Mathematics module of the ARPM Certificate Body of Knowledge.
About the ARPM Lab
Vector spaces
Linear transformations
Inner product spaces
Metric and normed spaces
Numerical derivatives
Taylor expansion
Monotone functions
Spectral decomposition
Matrix transpose-square-root
Matrix operations
Functional analysis primer
Measures and domains
Functional algebra
L2 spaces
Fourier transform
Spectral theorem
Bochner's theorem
Mercer's theorem
Functional calculus
Fundamental concepts
Smooth programming
Convex programming
Integer N-choose-K heuristics
Applications: Portfolio replication
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