Welcome to SYMMYS, the resource for Advanced Risk and Portfolio Management (ARPM)

    Advanced Risk and Portfolio Management Bootcamp

    One-week, Heavily Quantitative, Omni-Comprehensive Course

    Held since 2005, this weeklong class taught by Attilio Meucci provides in-depth understanding of quantitative modeling for the buy-side from the foundations to the latest developments. Advanced statistical and optimization techniques are explained thoroughly in theory, visualized with live simulations, and reinforced during review sessions.

    Learn more:registration, six-day program, certificates, guests, what people say, and charity


    Online Resources

    Learn: white papers, code, exercises, slides,… Frontier research and classroom materials on advanced risk and portfolio management matched with easy to access code --> Learn More

    Exchange: open paper series
    Powered by SSRN, for the SYMMYS community to exchange research ideas-->Series page

    Featured Articles

    Fully Flexible Views: Theory and Practice Full generalization of Black-Litterman, to input non-linear views in arbitrary non-normal markets, and perform, among others, stress-testing, scenario analysis, and ranking allocation ...Read more
    Historical Scenarios with Fully Flexible Probabilities We discuss a methodology to enhance the flexibility of the scenario-based approach to risk management. We change the probability of each scenario...to reflect specific market conditions, advanced estimation techniques, or partial information, using Entropy Pooling in Meucci (2008). ...Read more