ISB Hyderabad - Advanced Trading Algorithms
- Offered byCoursera
Advanced Trading Algorithms at Coursera Overview
Duration | 11 hours |
Start from | Start Now |
Total fee | Free |
Mode of learning | Online |
Difficulty level | Intermediate |
Official Website | Explore Free Course |
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
Advanced Trading Algorithms at Coursera Course details
- 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.
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
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