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.
6-day intensive quantitative course
13-18 Aug 2018, 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)
- 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