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

4.6
stars
504 ratings

Prasanna Tantri

28,470 already enrolled

Offered By

Trading Strategies in Emerging Markets SpecializationIndian School of Business

About this Course

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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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Shareable Certificate

Earn a Certificate upon completion

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Course 3 of 5 in the

Trading Strategies in Emerging Markets Specialization

Intermediate Level

Approx. 11 hours to complete

English

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Flexible deadlines

Reset deadlines in accordance to your schedule.

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

Intermediate Level

Approx. 11 hours to complete

English

Could your company benefit from training employees on in-demand skills?

Try Coursera for Business

Instructor

Instructor rating

4.69/5 (37 Ratings)

Prasanna Tantri

Assistant Professor of Finance

Executive Director, Center for Analytical Finance

59,328 Learners

3 Courses

Offered by

Indian School of Business

The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.

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Syllabus - What you will learn from this course

Week

Week 1

3 hours to complete

Strategy - Accruals

3 hours to complete

4 videos (Total 58 min), 1 reading, 1 quiz

Week

Week 2

2 hours to complete

Strategy - Betting against Beta

2 hours to complete

3 videos (Total 31 min), 1 reading, 2 quizzes

Week

Week 3

3 hours to complete

Strategy - Momentum & Momentum Crashes

3 hours to complete

9 videos (Total 89 min), 1 reading, 1 quiz

Week

Week 4

3 hours to complete

Strategy - G Score

3 hours to complete

6 videos (Total 56 min), 1 reading, 2 quizzes

Reviews

4.6

67 reviews

5 stars
68.05%
4 stars
25.19%
3 stars
4.36%
2 stars
1.38%
1 star
0.99%

TOP REVIEWS FROM ADVANCED TRADING ALGORITHMS

by RTAug 10, 2020

Intuitive teaching by Prasanna Sir and Sai Harsha Sir

by AJul 30, 2020

Very clear information and explanation, thank you all very much

by RMMar 16, 2020

several things are superficial and course do not allow to understand or construct clear picture - you need read more and more. probably that was the goal actually

by MSJul 6, 2018

Best Explained by Highly Qualified Trainer i learned a lot

View all reviews

About the Trading Strategies in Emerging Markets Specialization

This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.

Frequently Asked Questions

When will I have access to the lectures and assignments?
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
The course may not offer an audit option. 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.
What will I get if I subscribe to this Specialization?
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. If you only want to read and view the course content, you can audit the course for free.
Is financial aid available?
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.

More questions? Visit the Learner Help Center.

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Advanced Trading Algorithms

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