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Advanced Trading Algorithms

This course is a part of Trading Strategies in Emerging Markets, a 5-course Specialization series from Coursera.

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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Indian School of Business

Rating 4.0 based on 22 ratings
Length 5 weeks
Effort The estimated workload for this course is 4 to 5 hours per week
Starts Nov 18 (4 weeks ago)
Cost $79
From Indian School of Business via Coursera
Instructors Ramabhadran Thirumalai, Prasanna Tantri
Download Videos On all desktop and mobile devices
Language English
Subjects Social Sciences Business
Tags Social Sciences Business Finance Economics

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best explained by in one review

good insight of trading Best Explained by Highly Qualified Trainer i learned a lot I liked the casual style of Prof Prasanna.

highly qualified trainer in one review

tantri explains everything in one review

Out of all instructors the Prof. Prasanna Tantri explains everything very well.

video quality poor in one review

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 I'm doing this, from now, but with stock options instead.... Video quality poor.

as per encountering in one review

Tried to report as per encountering.

course.. loved every in one review

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Coursera

&

Indian School of Business

Rating 4.0 based on 22 ratings
Length 5 weeks
Effort The estimated workload for this course is 4 to 5 hours per week
Starts Nov 18 (4 weeks ago)
Cost $79
From Indian School of Business via Coursera
Instructors Ramabhadran Thirumalai, Prasanna Tantri
Download Videos On all desktop and mobile devices
Language English
Subjects Social Sciences Business
Tags Social Sciences Business Finance Economics

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