Quant Bootcamp
Machine Learning for Quantitative Finance
What You Gain from the Quant Bootcamp
A Unified Perspective on Machine Learning for Finance
Built for quantitatively trained minds, the Quant Bootcamp shows how disparate machine learning
techniques connect across financial engineering, risk management, and portfolio construction.
Learn how to choose the correct techniques and avoid common modeling mistakes influenced by hype.
Mingle with world-renowned researchers and hundreds of professionals from all over the world.
After the Bootcamp, review all topics in the Lab
with your AI personal trainer.
Career impact
- Support transition into quant roles
- Strengthen confidence in analytical roles
- Learn the pitfalls that may cost your company money
Tangible outcomes
- Statement of Completion
- 40 GARP CPD and academic credits at partner universities
- Direct Access to ARPM Faculty and Industry Professionals
Quant Bootcamp by the Numbers
Schedule and Delivery
The Quant Bootcamp runs over 4 full days at NYU/streaming and 2 additional full days streaming only, one week later.
The Quant Bootcamp program features an overview of all the Machine Learning and Quantitative Finance topics covered in the Lab: mornings are devoted to theory, and afternoons to applications in Python and guest lectures.
| New York Time | New York University onsite and Live streaming | Live streaming only | Frankfurt Time | |||||
|---|---|---|---|---|---|---|---|---|
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Mon, Jul 12
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Tue, Jul 13
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Wed, Jul 14
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Thu, Jul 15
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one-week
break |
Thu, Jul 22
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Fri, Jul 23
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| 8:30 AM |
Probabilistic Machine Learning
Theory
Attilio Meucci
|
Time Series and Sequential Decisions
Theory
Attilio Meucci
|
Portfolio and Enterprise Risk Management
Theory
Attilio Meucci
|
Portfolio Construction and Trading
Theory
Attilio Meucci
|
2:30 PM | |||
| 12:00 PM |
Break
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Break
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Break
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Break
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Break
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Break
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6:00 PM | |
| 1:15 PM |
D. Rosen
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B. Dupire
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S. Uryasev
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D. Madan
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M. Wolf
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P. Kolm
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7:15 PM | |
| 2:00 PM |
J.P. Bouchaud
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F. Mercurio
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D. diBartolomeo
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L. Goldberg
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B. Litterman
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C.A. Lehalle
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8:00 PM | |
| 2:45 PM |
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8:45 PM | |
| 3:00 PM |
Applications
Sophie King
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Applications
Sophie King
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Applications
Milena Kojic
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Applications
Milena Kojic
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Applications
Sophie King
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Applications
Sophie King
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9:00 PM | |
| 4:30 PM |
Social Mixer
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Guest Lectures
World-renowned quants present at the Quant Bootcamp. Past guests include:
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Quantitative Brokers
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BlackRock
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Northfield Information
(opens in a new tab)
Capital Fund Management
(opens in a new tab)
New York University
(opens in a new tab)
Oxford University
(opens in a new tab)
Columbia University
(opens in a new tab)
Bloomberg
(opens in a new tab)
Baruch College, CUNY
(opens in a new tab)
Aperio Group
(opens in a new tab)
Fidelity
(opens in a new tab)
University of Toronto
(opens in a new tab)
New York University
(opens in a new tab)
Windham Capital Management
(opens in a new tab)
ADIA
(opens in a new tab)
Sila
(opens in a new tab)
Kepos Capital
(opens in a new tab)
University of Pennsylvania
(opens in a new tab)
M.I.T.
(opens in a new tab)
University of Maryland
(opens in a new tab)
Bloomberg
(opens in a new tab)
Oliver Wyman
(opens in a new tab)
Carnegie Mellon University
(opens in a new tab)
Stony Brook University
(opens in a new tab)
University of Zurich
Networking
The Quant Bootcamp provides multiple networking opportunities:
- e-Lounge: online venue to socialize with hundreds of fellow Bootcampers from worldwide and ARPM instructors
- Social Mixer: an informal gathering to mingle, chat, play, share memories
