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Advanced Trading Algorithms, Indian School of Business

4.5
190 notes
22 avis

À propos de ce cours

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....

Meilleurs avis

par 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.

par MS

Jul 07, 2018

Best Explained by Highly Qualified Trainer i learned a lot

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21 avis

par Neelkanth Sanjay Mehta

May 20, 2019

I will explore G-Score

par Georg Hoefer

May 05, 2019

I'm happy about the course. Basic knowledge and many practical tips. Verified Algorithms. Thanks to Prof. Prasanna and Prof. Sai Harsha.

par krushna tondare

Apr 01, 2019

Though the course module is very efficient but there are certain terms when it comes to G- score strategy, where certain things like earnings stability and sales growth stability are not explained correctly. Out of all instructors the Prof. Prasanna Tantri explains everything very well. Thank you for this learning experiance.

par 薛程

Mar 28, 2019

Many errors

par 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.

par Elias Tsoukatos

Nov 29, 2018

thank you

par BINDU KUMAR SINHA

Jul 07, 2018

Excellent. good insight of trading

par Mudassir Siraj

Jul 07, 2018

Best Explained by Highly Qualified Trainer i learned a lot

par 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.

par Juan Camilo Marin

Mar 26, 2018

Good Strategies, very simple and useful in the real life