Advanced Trading Algorithms
Indian School of Business
Coursera
list 4 séquences
assignment Niveau : Intermédiaire
label Finance
chat_bubble_outline Langue : Anglais
card_giftcard 200 points
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4.3
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3 avis

Les infos clés

credit_card Formation gratuite
verified_user Certification payante
timer 20 heures de cours

En résumé

This course will provide back test results for all the strategies in developed and emerging markets. The learner will also be taught scientific ways of back testing without succumbing to either look ahead (or) survival bias. You will learn various methods of building a robust back testing system for the strategies discussed in the previous course. You will be taught how to differentiate between mere data mining and results based on solid empirical or theoretical foundation. Next, you will learn the ways and means of back testing the results and subjecting the back test results to stress tests. After which, you will learn the various ways in which transaction costs and other frictions could be incorporated in the back testing algorithm. Finally, you will learn techniques for measuring a strategies' performance and the concept of risk adjusted return. You will use some of the famous measures for risk adjusted returns such as Sharpe ratio, Treynor's Ratio and Jenson's Alpha. You will see how to pick an appropriate benchmark for a proposed fund.

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Le programme

  • Week 1 - Strategy - Accruals
    After completing this module you will be able to understand the basics of accrual, build a trading strategy based on accruals and test the strategy that you have built.
  • Week 2 - Strategy - Betting against Beta
    After completing this module you will be able to understand the basics of beat, build a trading strategy based on beta and test the strategy that you have built.
  • Week 3 - Strategy - Momentum & Momentum Crashes
    After completing this module you will be able to understand the basics of momentum, build a trading strategy based on momentum & momentum crashes, and test the strategies that you have built.
  • Week 4 - Strategy - G Score
    After completing this module you will be able to understand the meaning of G Score, build a trading strategy based on G Score and test the strategy that you have built.
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Les intervenants

Prasanna Tantri
Senior Associate Director
Center for Analytical Finance

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Le concepteur

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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La plateforme

Coursera est une entreprise numérique proposant des formations en ligne ouverte à tous fondée par les professeurs d'informatique Andrew Ng et Daphne Koller de l'université Stanford, située à Mountain View, Californie.

Ce qui la différencie le plus des autres plateformes MOOC, c'est qu'elle travaille qu'avec les meilleures universités et organisations mondiales et diffuse leurs contenus sur le web.

Avis de la communauté
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Le meilleur avis

Thanks for putting together a truly remarkable course.. loved every bit of it.. lucid explanation, right amount of material, covers top research papers.. hats offcant wait for the - text analytics based strategies

le 10 novembre 2017
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le 21 janvier 2018
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Good material, emphasizes how to "think" when constructing trading strategies. However, there seems to be a disconnect between what is conveyed in class vs what is asked on quiz. The explanation for several of the calculations could be more clear.

le 10 novembre 2017
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Thanks for putting together a truly remarkable course.. loved every bit of it.. lucid explanation, right amount of material, covers top research papers.. hats offcant wait for the - text analytics based strategies

le 22 mars 2017
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The course is excellent! Straight to the point, both professors can explain the subject in a very easy way. The course was a pleasant surprise!! I strongly recommend!