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ISB Hyderabad - Advanced Trading Algorithms 

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Advanced Trading Algorithms
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Coursera 
Overview

Duration

11 hours

Start from

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Total fee

Free

Mode of learning

Online

Difficulty level

Intermediate

Official Website

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Credential

Certificate

Advanced Trading Algorithms
 at 
Coursera 
Highlights

  • Shareable Certificate Earn a Certificate upon completion
  • 100% online Start instantly and learn at your own schedule.
  • Course 3 of 5 in the Trading Strategies in Emerging Markets Specialization
  • Flexible deadlines Reset deadlines in accordance to your schedule.
  • Intermediate Level
  • Approx. 11 hours to complete
  • English Subtitles: Arabic, French, Portuguese (European), Italian, Vietnamese, German, Russian, English, Spanish
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Details Icon

Advanced Trading Algorithms
 at 
Coursera 
Course details

Skills you will learn
More about 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.
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Advanced Trading Algorithms
 at 
Coursera 
Curriculum

Strategy - Accruals

Accruals - Introduction

Accruals - Calculation

Accruals - Ratios

Accruals - Strategy

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?

Quiz 1

Strategy - Betting against Beta

Betting against Beta - Introduction

Betting against Beta - CAPM

Betting against Beta - Strategy

Betting Against Beta

Practice Quiz

Quiz 2

Strategy - Momentum & Momentum Crashes

Momentum - Introduction

Momentum - Lookback period

Momentum - Strategy

Momentum - Returns

Momentum crashes - Introduction

Momentum crashes - Options primer 1

Momentum crashes - Options primer 2

Momentum crashes - Abstract

Momentum crashes - Strategy

Momentum

Quiz 3

Strategy - G Score

G Score - Back Ground

G Score - Economic Intuition

G Score - Strategy

G Score - Numerical Example

G Score - Closure

Closure

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

Practice Quiz

Quiz 4

Advanced Trading Algorithms
 at 
Coursera 
Admission Process

    Important Dates

    May 25, 2024
    Course Commencement Date

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    Advanced Trading Algorithms
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