Quant Core

Self-guided, self-paced journey through all the building blocks of modern quantitative finance

Quant Bootcamp Quant Core Quant Marathon
Topics Data Science
for Finance
Financial Engineering
for Investment
Quantitative Risk
Quantitative Portfolio
Lab iconVideo lectures iconTheory iconCase studies iconData animations
iconCode iconDocumentation iconSlides iconExercises
Depth Big picture Understanding Deep knowledge
Location Onsite NY | Live stream Online Online
Modularity 1 course 1 course 4 courses
When Aug 10-15 Anytime Starts Feb 1 | Sep 1
Length 6 days 3 months 1-4 semesters
Intensity Full time Part time Part time
Guidance Live instructor - Live instructor
- 30hrs recorded lectures 150hrs recorded lectures
24hr Q&A service 24hr Q&A service 24hr Q&A service
- - Human-graded homework
- Progress tracking Progress tracking
Networking Large class - Small class + Alumni


The Advanced Risk and Portfolio Management (ARPM) Quant Core includes the same content as ARPM’s intensive 6-day Quant Bootcamp. It is delivered online rather than onsite, allowing you to work at your own pace. The Quant Core is a three-month training that:
  • Provides a broad overview of modern quantitative finance, across asset management, banking and insurance
  • Enables understanding of inter-relationships between topics across theory and implementation

Instruction and Delivery

The ARPM Quant Core is delivered on the ARPM Lab.

The program includes the most advanced quantitative techniques in:

Data science and machine learning
Market modeling
Factor modeling
Portfolio construction

Algorithmic trading
Investment risk management
Liquidity modeling
Enterprise risk management

You will have access to video lectures, theory and case studies, a Q&A Forum and Bulletin Board.

The program is constantly updated and gets richer year after year.

Upon successful completion of the course, you will be able to:

  • correctly map all the techniques adopted in quantitative finance onto a unified theoretical framework, appreciating the interconnections, and gaining a fresh perspective on the known techniques
  • avoid the most common pitfalls in data analytics and risk/portfolio management applications
  • interact with the ARPM community using a common language and notation
  • navigate the ARPM Lab to find detailed reference material to deepen your knowledge of the topics covered by the course
  • and more


The ARPM Lab contains all the support materials to learn and practice the concepts covered during the lectures:


A certificate of completion is issued upon successful completion of the Quant Core, based on viewing of lectures and completion of theory/case work.


Group and affiliate discounts are available.
We work with partner universities for joint delivery of the ARPM Quant Core. See here for the list of partner Universities.
Contact us for more information.


Attilio Meucci

Attilio Meucci

ARPM Founder

Attilio Meucci is the founder of ARPM - Advanced Risk and Portfolio Management. Prior to ARPM, Attilio was the chief risk officer at KKR; and the global head of research for Bloomberg’s risk and portfolio analytics platform. Attilio has taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore). Attilio earned a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder.

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Our thousands of Alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.

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