ARPM Partnership

Earn academic credits by enrolling in the ARPM Bootcamp as your Capstone experience

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6-day intensive quantitative course

The FRE department and Advanced Risk and Portfolio Management (ARPM) have established a partnership to offer students the ARPM Bootcamp as a 3 credits Capstone project. Students interested in the ARPM Bootcamp please read below.


12-17 Aug 2019, New York University

Students in the Financial Engineering MS program at NYU Tandon may earn academic credits by enrolling in the ARPM Bootcamp as their Capstone experience

In 6 intense days, the Advanced Risk and Portfolio Management (ARPM) Bootcamp

  • Consolidates portfolio managers’ and risk managers’ expertise into a structured and rigorous quantitative framework
  • Empowers avid learners with background in hard sciences to gain the deep technical knowledge necessary to operate across the complex world of quantitative trading, asset management, and risk management


Instruction: 50 hours of instruction (lectures and practice sessions). Topics include data science and machine learning; classical/Bayesian multivariate statistics and econometrics; financial analytics, market, credit & liquidity risk management; estimation error and model risk; factor modeling, alpha-beta signals, portfolio construction and optimization; algorithmic trading, systematic strategies, portfolio insurance, drawdown control; optimal trade execution; and much more


  • Gala Dinner: you are cordially invited to dine with us, if one of the first 330 registrants, and engage in conversation with world-renowned quants and industry leaders. We will also share with you our charitable efforts.
  • Social Mixer: mingle with hundreds of practitioners and academics. Chat, play, and share memories (and photos)

From home

  • Practice: revisit all topics and solidify your knowledge in the ARPM Lab, with all the code (Python and MATLAB), documentation, theory, case studies, exercises, simulation clips, slides, and more
  • Video lectures: re-live the ARPM Bootcamp experience from home as It includes access to the ARPM MOOC

In operation since 2007, with thousands of alumni globally including industry leaders and academics

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