Summer Macro Analyst Training Program - June 9-12th - NYC
Master the critical intersection of statistical foundations and AI that's reshaping macro analysis. This intensive four-day program equips you with the quantitative toolkit that separates leading analysts from the pack.
While many rush to adopt AI tools without understanding their statistical underpinnings, this program builds both capabilities simultaneously. You'll develop institutional-grade Python skills and advanced macro modeling frameworks through real-world applications—the same techniques proven effective during recent market regime shifts.
What sets this program apart: These courses have been delivered to hundreds of professionals across investment management firms, central banks, and public policy institutions.The curriculum is specifically designed for professionals who recognize what we've learned the hard way: statistical fundamentals remain essential even as AI transforms our field. You'll leave with quantitative abilities that immediately differentiate you at financial institutions, policy organizations, and research firms.
Limited to 20 participants to ensure personalized attention. Group discounts available.
15% early registration discount with code HAVER15
Professional Development Outcomes
Master Python programming through applied macroeconomic and financial analysis
Implement forecasting techniques used by premier global institutions
Integrate AI tools to enhance research efficiency and insight generation
Analyze real-time economic data through our Haver Analytics partnership
Model complex relationships in inflation, growth, and market dynamics
Develop compelling visual presentations of quantitative findings
Build reproducible research workflows that accelerate your productivity
Earn CFA and GARP continuing education credits
Course Schedule
Monday (Optional):
Introduction to Python and AI methods
Data wrangling & visualization
Descriptive statistics
Estimating structural regression models (OLS)
Tuesday:
Advanced structural regression models (Robust Regression)
Introduction to time series data
Estimating univariate time-series models (ARIMA)
Wednesday:
Model evaluation methods
Forecasting applications
Trending data & unit root tests
Estimating vector autoregressions (VAR)
Thursday:
Introduction to cointegration
Estimating error-correction models
Estimating vector error correction models (VECM)
Personalized Experience
Small cohort format ensuring personalized attention and networking
Expert instruction from practitioners with hedge fund, policy, and academic backgrounds
Emphasis on practical implementation techniques over theoretical concepts
Comprehensive set of institutional-grade Python notebooks
Private Slack community for participants to network and exchange ideas
Program Details
Dates: June 9-12th, 2025 (Monday - Thursday)
Hours: 9:00 AM - 4:30 PM daily
Location: Midtown Manhattan, New York City (Exact venue provided upon registration)
Investment: $2,200 (Includes all materials) - Financing available
15% early registration discount with code HAVER15
For those with Python basics - Tuesday - Thursday only - $1800
Prerequisites: Basic statistics understanding (No prior programming experience required)
Technical requirements: Laptop with Python installed (Setup instructions provided)
Application Process
Participant numbers limited to ensure quality instruction and interaction. Early application recommended
Group discounts available for organizations with multiple participants
Limited number of scholarships available for currently enrolled students. Reach out for details