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  • Overview
  • Machine Learning
  • Quant Finance
  • Primers
  • What's new
  • Enroll

Lab

4,000-page e-textbook+AI tutor on
Machine Learning for Quantitative Finance

E-Textbook

Theory icon
Theory Mathematical formalism, for faster learning
Case studies icon
Case studies Applications, for deeper learning

Complementary Learning Resources

AI tutor icon
AI tutor Your personal tutor, for personalized learning
Code icon
Code Learn by doing, no installation
Animations icon
Animations Intuition in motion
Proofs icon
Proofs Don't believe, verify
Exercises icon
Exercises Code based and analytical
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Lab - Overview

The Lab is a multi-channel e-textbook, designed to be the complete study resource for the ARPM curriculum:

Machine Learning

Quantitative Finance

Mathematical Statistics for Finance Mathematical Statistics for Finance
Linear/probabilistic statistics and decision theory for estimation/sequential decisions
Linear Mean-Covariance Learning Linear Mean-Covariance Learning
Analytically tractable foundations of advanced AI
Financial Engineering Financial Engineering
Present value and future random payoff of individual instruments
Probabilistic Machine Learning Probabilistic Machine Learning
Static, causal, advanced AI modeling
Portfolio and Enterprise Risk Management Portfolio and Enterprise Risk Management
Risk measures, performance attribution, (stochastic) stress-testing
Time Series and Reinforcement Learning Time Series and Reinforcement Learning
Dynamic, causal, advanced AI modeling
Portfolio Construction and Trading Portfolio Construction and Trading
Static and dynamic strategies with optimal trade execution

Primers

Mathematics Primer Mathematics Primer
Functional analysis, optimization theory, probability
Finance Primer Finance Primer
Asset classes fundamentals, performance definitions
Python Primer Python Primer
Syntax, data types, structures, functions

The Lab comprises Theory and Case Studies, supported by Code, Animations, Slides, Proofs, and Exercises, cross-referenced and mutually integrated, presented in unified, succinct mathematical notation.

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Theory

An encyclopedia of Modern Quantitative Finance
Your resource to learn by abstract principles
2,068 pages of explanations with formulas.

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Case studies icon

Case studies

Applications to practice beyond the Theory
Your tool to learn by real-world examples
9 large scale analytics with real data.

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AI tutor icon

AI tutor

An interactive chatbot to search, summarize, and explain all the Lab
Your channel to ask and be answered in real time
10 million vectors of proprietary content.

AI tutor image
Code icon

Code

Python coding language, no installation
Your environment to learn by doing
68,144 lines of Python code.

Code image
Animations icon

Animations

Simulations from data using code
Your device to learn by visualization
196 visualizations of complex models in motion.

Animations animation

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Proofs icon

Proofs

Proofs to support the analytical results
Your guide to learn by induction
1,822 analytical derivations to support the Theory.

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Exercises icon

Exercises

Exercises pen & paper and codes
Your test to verify your knowledge
200 analytical exercises to verify the Theory.

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