Advanced Trading Algorithms
Trading Strategies in Emerging Markets,
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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| Rating | 4.0★ based on 26 ratings |
|---|---|
| Length | 5 weeks |
| Effort | The estimated workload for this course is 4 to 5 hours per week |
| Starts | Jun 26 (43 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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What people are saying
explained by highly qualified
good insight of trading Best Explained by Highly Qualified Trainer i learned a lot I liked the casual style of Prof Prasanna.
course.. loved every bit
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.
covers top research papers..
papers.. hats offcant wait
report as per encountering
Tried to report as per encountering.
whole course.it needs improvement
Treynor ratio is not even uttered in the whole course.It needs improvement to be able to deliver what is claims to deliver Best out of the three I have completed till now.
with stock options instead
video quality poor
at best
At best informative session than the courser.
basic knowledge
Basic knowledge and many practical tips.
every topic
vague calculations Every topic is very nicely taught Good material, emphasizes how to "think" when constructing trading strategies.
qualified trainer
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Defenive Back Coach $46k
LVN/Back Office $51k
Defensive Back Coach $52k
Bar Back Lead $60k
Staff Bar Back $65k
Back Office Specialist $65k
Medical Back Office $75k
Back Office Analyst $76k
Back Waiter $96k
Back-end Engineer $126k
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| Rating | 4.0★ based on 26 ratings |
|---|---|
| Length | 5 weeks |
| Effort | The estimated workload for this course is 4 to 5 hours per week |
| Starts | Jun 26 (43 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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