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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Les infos clés

credit_card Formation gratuite
verified_user Certification payante
timer 20 heures de cours

En résumé

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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Le programme

  • 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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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.

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