Advanced Trading Algorithms

Name: Advanced Trading Algorithms
Rating: 4.587242026266416 (533 reviews)

This course is part of Trading Strategies in Emerging Markets Specialization

Instructor: Prasanna Tantri

40,432 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 videos Total 89 minutes

Momentum - Introduction 7 minutes
Momentum - Lookback period 6 minutes
Momentum - Strategy 7 minutes
Momentum - Returns 10 minutes
Momentum crashes - Introduction 11 minutes
Momentum crashes - Options primer 1 12 minutes
Momentum crashes - Options primer 2 7 minutes
Momentum crashes - Abstract 14 minutes
Momentum crashes - Strategy 15 minutes

1 reading Total 60 minutes

Momentum 60 minutes

1 assignment Total 40 minutes

Quiz 3 40 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 videos Total 56 minutes

G Score - Back Ground 6 minutes
G Score - Economic Intuition 18 minutes
G Score - Strategy 6 minutes
G Score - Numerical Example 9 minutes
G Score - Closure 2 minutes
Closure 15 minutes

1 reading Total 60 minutes

Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis 60 minutes

2 assignments Total 68 minutes

Practice Quiz 28 minutes
Quiz 4 40 minutes

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Instructor

Instructor ratings

(43 ratings)

Prasanna Tantri

Indian School of Business

6 Courses 106,064 learners

Offered by

Indian School of Business

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Showing 3 of 533

Reviewed on Jul 12, 2020

The formulas are not 100% accurate with the academic paper in certain examples.

Reviewed on Nov 9, 2020

Wonderful course for those who do not have any academic background of finance and are interested in learning trading strategies through research papers.

Reviewed on Sep 25, 2020

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

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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.