The ARPM Quant Bootcamp is a unique training programme that combines theory and practice in quantitative methods in finance, utilising a modern interactive learning environment – on-site classes at the NYU and an online part. Topics covered included mathematical analysis, statistics in finance, machine learning, time series analysis, financial engineering and management of risk of a securities portfolio.
The event participants received video recordings of lectures, animations, theoretical materials and Python codes enabling them to apply the theory in investment practice, scientific research and classes with students.
Additionally, guest lectures were given at the workshops by the following practitioners and scientists from leading universities around the world:
- Professor Lisa Goldberg, Head of Research Aperio Group, UC Berkeley,
- Professor Petter Kolm, New York University,
- Dan diBartolomeo, Owner Northfield Information,
- Professor Dilip Madan, University of Maryland,
- Professor Mark Kritzman, Founder Windham Capital Management, MIT Sloan School of Management,
- Professor Charles-Albert Lehalle, Head of Quantitative R&D ADIA, Institut Polytechnique de Paris,
- Jean-Philippe Bouchaud, Chairman Capital Fund Management,
- Professor Jim Gatheral, Baruch College, CUNY,
- Fabio Mercurio, Head of Quant Analytics Bloomberg,
- Professor Stanislav Uryasev, Stony Brook University.
Participation in the workshop confirms the achievement of 40 points towards GARP (Global Association of Risk Professionals) certification. Congratulations!
