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ARPM Bootcamp

agosto 13

Description

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 data science, engineering, computer science, physics and mathematics to gain the deep technical knowledge necessary to operate across the complex world of quantitative trading, asset management and risk management.

In operation since 2007, the ARPM Bootcamp has thousands of alumni from around the world, including industry leaders and academics.

Objective / Networking

Gala Dinner: you are cordially invited* to dine with us, and engage in conversation with world-renowned quants (scroll down to see past guests) 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)

Informal breaks: every single one of the multiple, informal breaks during the ARPM Bootcamp is an opportunity to engage with the ~500 like-minded fellow attendees.

Topics

 Módulos Horas Sesiones
Introduction
Step 1 – Risk drivers identification
Step 2 – Econometrics: quest for invariance (univariate)
Multivariate statistics crash review
Exercises
Step 2 – Econometrics: quest for invariance (multivariate)
Step 3 – Estimation
Estimation risk and model risk
Step 4 – Projection to the investment horizon
Step 5 – Pricing at the horizon
Step 6 – Aggregation: portfolio and firm-level
Step 7 – Ex-ante performance evaluation
Step 8 – Ex-ante performance/risk attribution
Optimization primer
Step 9a – Construction: portfolio optimization
Construction: embedding views
Catch up with Attilio Meucci
Total:  50  6

 

Información

Fecha de inicio 13 / 08 / 2018
Pais EE. UU.
Duración 6 Classes – 50 hours
Sedes
  • Skirball Center for the Performing Arts
Horarios M: 8:30 am - 6:30 pm
T: 8:30 am – 9:00 pm
W: 8:30 am - 6:30 pm
Th: 8:30 am - 11:00 pm
F: 8:30 am - 7:00 pm
S: 8:30 am - 7:00 pm

* El horario varia según el módulo
Puntos AMIB N / A
Puntos Mexder N / A
Precio USD $ 1,530

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