Program

Upon enrollment you get access for 3 months to:

Curated Bootcamp; Video lectures, ARPM Lab Lean: theory, case studies, data animations, documentation, code, slides, exercises; Virtual Classroom: preparation tips, subject matter Q&A Forum.

The Quant Tour Syllabus is organized in weeks, but you may work at your own pace. Progress bars will reflect the time you spend on each topic regardless of the pace at which you work.

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Syllabus Summary

Week 1
Introduction
The Checklist: Step 1 - Risk drivers identification
Week 2
The Checklist: Step 2 - Quest for invariance (univariate)
Distributions
Week 3
Location and dispersion
Copulas
The Checklist: Step 2 - Quest for invariance (multivariate)
Week 4
The Checklist: Step 3 - Estimation
Week 5
Linear factor models
Week 6
Machine learning: foundations and prediction
Week 7
Machine learning: out of sample enhancements
Dynamic models
The Checklist: Step 4 - Projection
Week 8
The Checklist: Step 5 - Pricing at the horizon
The Checklist: Step 6 - Aggregation
Week 9
The Checklist: Step 7 - Ex-ante evaluation
The Checklist: Step 8a - Ex-ante attribution: performance
The Checklist: Step 8b - Ex-ante attribution: risk
Week 10
The Checklist: Step 9a - Construction: portfolio optimization
The Checklist: Step 9b - Construction: estimation and model risk
Week 11
Black-Litterman
Views processing
Signals
The Checklist: Step 9c - Construction: cross-sectional strategies
Week 12
The Checklist: Step 9d - Construction: times series strategies
The Checklist: Step 10 - Execution

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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