I have attended the ARPM Marathon course which I started in 2019.
The course was spread out across 4 different areas: data science in finance, financial engineering, quantitative portfolio management and quantitative risk management.
The program offers a plethora of sources to access and consolidate knowledge across the modules. There is the online (live) classroom where discussions with lecturers and other participants take place; the video lectures that provide guided overviews of the topics covered during that week; the graded assignments which assess participants’ understanding on various levels (both theoretical and practical). The platform also allows access to the forum where you can post (
and reply to any question and you will have full access to the ARPM Lab. Focusing on the last point (ARPM Lab) it consists of thousands of pages of theory properly organized, accompanied by practical case studies and data animations, but most important thing is that everything is reproducible through the code (predominantly Python based) easily accessible and deeply documented (pseudocode and comments line by line with references to the theory section). It is also possible to create your own Python scripts in Jupyter environment. All these sources are coherent, consistent and linked among each other.
Attilio, his team and the various speakers are really world-class and they offer nuanced and in-depth analysis of all the topics covered in the course, which is permeated by a considerably strong academic emphasis: that offers the opportunity to explore and digest the peculiarities behind each and any section while also providing a solid commercial edge thanks to the high number of practical examples available.
Overall, I highly recommend participating to the ARPM Marathon to anybody keen on a career in quantitative finance or to any finance professional willing to obtain a stronger quantitative knowledge.
The course was spread out across 4 different areas: data science in finance, financial engineering, quantitative portfolio management and quantitative risk management.
The program offers a plethora of sources to access and consolidate knowledge across the modules. There is the online (live) classroom where discussions with lecturers and other participants take place; the video lectures that provide guided overviews of the topics covered during that week; the graded assignments which assess participants’ understanding on various levels (both theoretical and practical). The platform also allows access to the forum where you can post (
and reply to any question and you will have full access to the ARPM Lab. Focusing on the last point (ARPM Lab) it consists of thousands of pages of theory properly organized, accompanied by practical case studies and data animations, but most important thing is that everything is reproducible through the code (predominantly Python based) easily accessible and deeply documented (pseudocode and comments line by line with references to the theory section). It is also possible to create your own Python scripts in Jupyter environment. All these sources are coherent, consistent and linked among each other.
Attilio, his team and the various speakers are really world-class and they offer nuanced and in-depth analysis of all the topics covered in the course, which is permeated by a considerably strong academic emphasis: that offers the opportunity to explore and digest the peculiarities behind each and any section while also providing a solid commercial edge thanks to the high number of practical examples available.
Overall, I highly recommend participating to the ARPM Marathon to anybody keen on a career in quantitative finance or to any finance professional willing to obtain a stronger quantitative knowledge.
