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Advanced Trading Algorithms, Indian School of Business

4.5
160 個評分
18 個審閱

課程信息

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....

熱門審閱

創建者 PM

May 31, 2018

I liked the casual style of Prof Prasanna. In this casual style, he taught so many useful concepts. Also, I liked Prof Sai Harsha. He is a thorough professional.

創建者 MS

Jul 07, 2018

Best Explained by Highly Qualified Trainer i learned a lot

篩選依據:

17 個審閱

創建者 Valery Murzina

Dec 02, 2018

Content is good but not properly explained calculations. Instead of just showing and reading definition of each G score, better to explain how to calculate it. Specially G4 and G5.

Practice quiz contains mistakes.

創建者 Elias Tsoukatos

Nov 29, 2018

thank you

創建者 BINDU KUMAR SINHA

Jul 07, 2018

Excellent. good insight of trading

創建者 Mudassir Siraj

Jul 07, 2018

Best Explained by Highly Qualified Trainer i learned a lot

創建者 PARTHA MAJUMDAR

May 31, 2018

I liked the casual style of Prof Prasanna. In this casual style, he taught so many useful concepts. Also, I liked Prof Sai Harsha. He is a thorough professional.

創建者 Juan Camilo Marin

Mar 26, 2018

Good Strategies, very simple and useful in the real life

創建者 Kartik Sharma

Mar 07, 2018

Very helpful and informative for future investors.

創建者 Rahul Singh

Mar 02, 2018

vague calculations

創建者 Paras Bhardwaj

Jan 31, 2018

Every topic is very nicely taught

創建者 Bruce Dean

Jan 21, 2018

Good material, emphasizes how to "think" when constructing trading strategies. However, there seems to be a disconnect between what is conveyed in class vs what is asked on quiz. The explanation for several of the calculations could be more clear.