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 Mathematics

35-hours course
This course prepares for the Data Science Mathematics module of the ARPM Certificate Body of Knowledge.
About the ARPM Lab
Notation
Vector spaces
Linear transformations
Inner product spaces
Metric and normed spaces
Differentiation
Numerical derivatives
Taylor expansion
Integration
Monotone functions
Convexity
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
Optimization – overview
Continuous programming
Integer N-choose-K heuristics

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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