Trading Algorithms
list 4 sequences
assignment Level : Intermediate
label Finance
chat_bubble_outline Language : English
card_giftcard 200 points
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Key Information

credit_card Free access
verified_user Fee-based Certificate
timer 20 hours in total

About the content

This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company. In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy. The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).

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Syllabus

  • Week 1 - Module 1 - Introduction to Trading Strategies and Benchmarks
    After completing this module you will be able to understand what market efficiency means. You will be able to list different types of market efficiencies.
  • Week 2 - How to read an academic paper
    After completing this module you will be able to read and understand an academic paper. You will know what are the important parts of a paper and how to build a trading strategy based on them.
  • Week 3 - Module 3 - Trading Strategy 1 - F Score
    After completing this module you will understand the Piotroski F Score Strategy and the economic intuition behind it. You also be able to implement the trading strategy.
  • Week 4 - Module 4 - Trading Strategy 2 - PEAD
    In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.
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Instructors

Prasanna Tantri
Senior Associate Director
Center for Analytical Finance

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Content Designer

Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
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Platform

Coursera

Coursera is a digital company offering massive open online course founded by computer teachers Andrew Ng and Daphne Koller Stanford University, located in Mountain View, California. 

Coursera works with top universities and organizations to make some of their courses available online, and offers courses in many subjects, including: physics, engineering, humanities, medicine, biology, social sciences, mathematics, business, computer science, digital marketing, data science, and other subjects.

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