Testimonials

[I liked] 1) The depth and completeness of the material, 2) Attilio's interest in (and passion for) the material, 3) the practical applicability of the material, and 4) the diverse and international student body: communicating this information to emerging market practitioners is likely to further develop emerging capital markets and economies.
Surya Panigrahy
1. Attilio Meucci is excellent teacher and communicator 2. His examples across the broad field of quantitative finance made the subject and underlying statistics comprehensible.
Christian Jung
The way Attilio presented and explained was amazing: very clear, structured and thought-through. I also really liked the combination of theory, applications and code. All in all, the course was on a very high professional level.
Professor Attilio Meucci was an excellent teacher. His way of explaining, interpreting and visualizing concepts and linking things together was impressive. His passion and pursuit in teaching is inspiring. The breadth and order of topics covered is very helpful and just right to understand quantitative finance. The order, specially checklist of topics is very useful and I don't see that covered even in Master in Quantitative Finance and FRM courses.
[I liked] the consistent framework of the training. The ‘checklist’ format gave a natural order of processes spanning many areas of quant finance, and agnostic to asset class. The consistent notation used in the formulae also aided. The daily structure of the training. The format of morning & afternoon sessions presented by Attilio punctuated by frequent breaks, followed by the external speaker presenting on a different topic, and ending with the review session. This structure helped diversify the training each day improving knowledge retention and increasing understanding. The high caliber of the external speakers.
The structure of the program is excellent. The objectives are very clear, and Attillio never forgets to put every single aspect in perspective so that the audience knows where everything fit in. I particularly appreciate the mathematical rigor, the depth of each topic, the fact that everything is built from principles and of course the implementation/documentation/code. Special mention for the data animation (the experience wouldn't be the same without it). Angela is also very thorough during the exercise/review session, which ensures that anything you did not get during the main presentation is clarified. The guest lecturers arrive at the right moment, it gives us an hour to relax a little bit before starting. Last but not least the whole staff is nice, helpful and extremely efficient at what they do. The show is really perfectly run.
I liked the overall framework to process financial data - starting with identifying risk drivers before moving on to invariance, estimation and forecasting, aggregation and pricing, and risk and portfolio management. I also appreciated the mathematical formalism used in presenting the different tools covered such as the distribution properties, model assumptions and loss functions and objective functions.
...I found the amount of material rather large but it is that you need if you want to implement something with added value anyway. Despite this large amount and underlying complexity sometimes, Attilio manages to give the intuition of all models... Obviously, all the guests you managed to gather is quite unique. The organization is great. The exercise classes were actually useful for me for to understand details I had not understood previously…Thank you for the enormous amount of time you devoted to this seminar and your endeavor to share your valuable knowledge. I hope your initiative will inspire other people...
...I thought the ARPM Bootcamp was terrific. I will definitely recommend it to my colleagues. More would have attended this year but unfortunately August is the end of the federal fiscal year and the budget was tight. Hopefully with some forethought money can be allocated for more people from my group to attend next year...
...The exceptionally high quality of instruction and material, combined with the impressive set of attendees and guest speakers, creates an event that is unmatched.“The ARPM Bootcamp was a tremendous experience for me….I know it is a great deal of work and I’m grateful to have been able to attend...
...It is an excellent course. I believe that I can truly benefit from the course. More specific to my situation, is the combination of theory and practice. I think it would be great to promote this course at Universities. I have come across this course via Matlab and also shared it with my colleagues. The lab is very nice and I am looking forward to see all the topics added to the lab. A big thanks to Angela that emailed the work that she did each day, which is very helpful. The gala dinner was excellent. Especially to hear all the quants talking. I did look forward to that. Thank you for this course. I will definitely promote it wherever I can. I hope to see you in Australia one day...
...The ARPM Bootcamp is a great course which I will highly recommend to anyone seriously interested in risk and portfolio management. Attilio did an amazing job in teaching complex material clearly and trying to follow up on questions until the very last minute. Having lectured in the past I bow to his everlasting endurance and enthusiasm. The review sessions nicely complemented the lectures and helped getting a grip on technical issues. The course, including the talks and the cocktail party were very well organized and all staff members were incredibly helpful. Unbelievable that all of this was almost for free. Finally, the fact that proceeds go to 'One More Reason', a charitable initiative, deserves my utmost recognition and respect. Thank you Attilio and the ARPM staff...
...This class is great. It helped me tremendously to understand many current practices systematically. Attilio is a marvelous teacher. He answers the question clearly and often extends it to more broad and deep related areas. I will highly recommend this class to anyone who is interested in financial engineering. Thanks...
...First many thanks to Attilio as it was one of my best training ever. The level was very high but very useful. I liked your presentation skills, your ability to answer every question, your sense of humour and atmosphere of the class. Many thanks again for your high quality training!...
...Looking backward, by attending this course I could connect dots with my 15 yrs of experience with in High Frequency Trading, Hedge Fund Technology, Investment Banking IT and IT Research. With additional knowledge gained through ARPM Bootcamp, I hope to connect dots in future within Asset Allocation Technology...
...I very much enjoyed the ARPM Bootcamp. Attilio is a very clear and knowledgeable instructor, and I appreciate his approach and systematic modular framework. The course was fast, and the schedule was grueling (especially continuing on a beautiful Saturday), but worth it…I got a lot out of the ARPM Bootcamp, and I have recommended it to several of my colleagues...
...Attilio, you and your team was just fantastic. 60% of the math was over my head but the methods and exercises allow me to get there with the strategy to implement it properly. This is priceless! Next year I will send staff and the following, I'll be back... Attilio, your staff was nothing short of perfect, always looking out for us and making everything as comfortable as possible! Thanks again for a course I can grow to and build on for years to come. A job well done!...
Leandro Vieira
...This was the best course I've ever had. It changed my way of thinking about portfolio management and it made me realize I want to focus my career on that from now on. Attilio is an excellent instructor and developed an extremely sound framework. Congratulations to Bloomberg and Baruch College for bringing such a talent in a very well organized structure...
Jon Yi
...I was very happy to attend...I enjoyed Attilio's versatility in presentation style.Certainly his daily re-caps of the steps in the The Checklist, which were un-scripted, neatly summarized the process workflows necessary to design a risk management framework. I will be looking forward to his future writings...
Han Mei
...It's my pleasure to attend the ARPM Bootcamp. Materials are very practical and useful. Thank Attilio for his insightful presentation, which helps me understand these quantitative techniques from a totally different perspective…
...Overall great, both impression and practical usefulness, marked everything excellent. The breadth is just right. Pretty much everything from the announced contents was covered. The depth is sufficient to reconfirm the existing knowledge, and to make the first step towards self-study, supported by forum discussion. The contents are comprehensive and self-contained, also well supported by materials and forum. The admin staff is very, very helpful...
James Ballingall
...The course was really great. I learnt a huge amount and was also able to put a lot of stuff I kind of knew into a more coherent framework. I'm also very excited about the development of a P-quant community. Let me know if there is anything I can do to help...
...Excellent course overall, and very unique. Great balance of detail and breadth... Thank you for a fantastic course overall focused on a very coherent and logical framework of how to deal with many of the issues encountered daily, and how to dimension them and avoid being fooled by the ever present randomness in finance. A joy to attend!...
…It was a great learning experience and an eye opener. Particularly, being new in the industry, the workshop helped me laying out the different areas, and how they fit together towards risk management. Some of the thought process behind the material that lays out the foundation, such as “The Checklist”, was very solid…I had a great time…
...Overall a very good program that focuses on theory, practice and more importantly the pitfalls in implementation issues. This is like capstone course that brings together all aspects of risk and portfolio management. I really like the energy and enthusiasm that Attilio brings to the course (without genuine interest and passion, taking a course like this will be very painful)...
…Attilio Meucci is not only knowledgeable, but he is as well endowed with the talent of transmitting his knowledge to others with clarity and passion. The simulations used in the exposition of the material helped like no other method in elucidating the theoretical concepts discussed throughout the course. I appreciated every moment of this extremely intensive week…
...Meucci's knowledge and the breath of research materials and exercises make the ARPM Bootcamp. His questions to the audience are great to keep you engaged. Exercises and code are very helpful. Angela knows her stuff and her notes were clear and informative. I thought the Gala was great!...
...The ARPM Bootcamp was excellent! The instructor's breadth and depth of knowledge was pretty amazing. I loved getting a bird's eye view of all the topics and I loved that he kept going back to the main checklist and kept giving us a sense of the overall picture. I intend to take the exam and will hopefully gain a deeper understanding studying for it...I loved Attilioミs use of PCA to understand and visualize what's going on with the joint distributions, I loved how we first tried to find the invariance so we could get some reasonable parameter estimates, I loved the stress testing and risk attribution sections, as well as the Black Litterman treatment. I really enjoyed the ARPM Bootcamp and I look forward to implementing some of the techniques at work. Thanks a bunch!!...
...The ARPM Bootcamp is focused on topics, which are of great relevance for the buy side of the financial industry, and they are analyzed by keeping into account the very last developments in research. The instructor is very clear in communicating and explaining even the most complex concepts involved in the program...
…The framework and coverage of the course are appropriate and appealing for P managers, risk controllers and, of course, quant oriented finance specialists. Materials are comprehensive and the new website lab is an awesome tool. Last word, the whole ARPM Bootcamp crew was great in every aspect. Thanks a lot to all of you…
Dongxue Wang
...The course itself is excellent! Attilio is very clear in explaining difficult concepts and the materials on the lab is extensive. I also plan to take the exam. I have recommended this class to the CEO of my firm for future employee training. I may come back with a team next year...
James Ballingall
...The course was really great. I learnt a huge amount and was also able to put a lot of stuff I kind of knew into a more coherent framework. I'm also very excited about the development of a P-quant community. Let me know if there is anything I can do to help...

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