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.
|Step 1 – Risk drivers identification|
|Step 2 – Econometrics: quest for invariance (univariate)|
|Multivariate statistics crash review|
|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|
|Step 9a – Construction: portfolio optimization|
|Construction: embedding views|
|Catch up with Attilio Meucci|