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.
Who is this class for: This course is primarily aimed at individual investors and money managers who want to gain the skills required to develop their own trading strategies and make money using them
Taught by: Prasanna Tantri, Senior Associate Director
Center for Analytical Finance
| Basic Info | Course 3 of 5 in the Trading Strategies in Emerging Markets Specialization |
| Level | Intermediate |
| Commitment | The estimated workload for this course is 4 to 5 hours per week |
| Language | English |
| How To Pass | Pass all graded assignments to complete the course. |
| User Ratings |
- Video: Accruals - Introduction
- Video: Accruals - Calculation
- Video: Accruals - Ratios
- Video: Accruals - Strategy
- Reading: Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
- Video: Betting against Beta - Introduction
- Video: Betting against Beta - CAPM
- Video: Betting against Beta - Strategy
- Reading: Betting Against Beta
- Practice Quiz: Practice Quiz
- Video: Momentum - Introduction
- Video: Momentum - Lookback period
- Video: Momentum - Strategy
- Video: Momentum - Returns
- Video: Momentum crashes - Introduction
- Video: Momentum crashes - Options primer 1
- Video: Momentum crashes - Options primer 2
- Video: Momentum crashes - Abstract
- Video: Momentum crashes - Strategy
- Reading: Momentum
- Video: G Score - Back Ground
- Video: G Score - Economic Intuition
- Video: G Score - Strategy
- Video: G Score - Numerical Example
- Video: G Score - Closure
- Reading: Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis
- Video: Closure
- Practice Quiz: Practice Quiz
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| Purchase Course | Audit | |
|---|---|---|
| Access to course materials | Available | Available |
| Access to graded materials | Available | Not available |
| Receive a final grade | Available | Not available |
| Earn a shareable Course Certificate | Available | Not available |
Excellent concepts!
The course is excellent! Straight to the point, both professors can explain the subject in a very easy way. The course was a pleasant surprise!! I strongly recommend!
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IK
Observed some errors and inaccuracies throughout the course. Tried to report as per encountering.