Advanced Trading Algorithms

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Advanced Trading Algorithms

This course is part of Trading Strategies in Emerging Markets Specialization

Instructor: Prasanna Tantri

40,820 already enrolled

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4 modules

Gain insight into a topic and learn the fundamentals.

533 reviews

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

4 modules

Gain insight into a topic and learn the fundamentals.

533 reviews

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

Skills you'll gain

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

6 assignments

Taught in English

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This course is part of the Trading Strategies in Emerging Markets Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

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Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
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There are 4 modules in this course

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.

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.

What's included

4 videos1 reading1 assignment

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.

What's included

3 videos1 reading2 assignments

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.

What's included

9 videos1 reading1 assignment

9 videosTotal 89 minutes

Momentum - Introduction7 minutes
Momentum - Lookback period6 minutes
Momentum - Strategy7 minutes
Momentum - Returns10 minutes
Momentum crashes - Introduction11 minutes
Momentum crashes - Options primer 112 minutes
Momentum crashes - Options primer 27 minutes
Momentum crashes - Abstract14 minutes
Momentum crashes - Strategy15 minutes

1 readingTotal 60 minutes

Momentum60 minutes

1 assignmentTotal 40 minutes

Quiz 340 minutes

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.

What's included

6 videos1 reading2 assignments

6 videosTotal 56 minutes

G Score - Back Ground6 minutes
G Score - Economic Intuition18 minutes
G Score - Strategy6 minutes
G Score - Numerical Example9 minutes
G Score - Closure2 minutes
Closure15 minutes

1 readingTotal 60 minutes

Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis60 minutes

2 assignmentsTotal 68 minutes

Quiz 440 minutes
Practice Quiz28 minutes

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Instructor

Instructor ratings

(43 ratings)

Prasanna Tantri

Indian School of Business

6 Courses108,955 learners

Offered by

Indian School of Business

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Showing 3 of 533

Reviewed on Apr 27, 2020

This course was good. Week 4 could have been improved a bit.

Reviewed on Sep 26, 2020

Sir is very knowledgeable. I would love to meet him in person and work under him.

Reviewed on Jun 29, 2020

The practical example for G-score calculation can be in more detail to help the beginners like me.

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Frequently asked questions

To access the course materials, assignments and to earn a Certificate, you will need to purchase the Certificate experience when you enroll in a course. You can try a Free Trial instead, or apply for Financial Aid. The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.

When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile.

Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.