About this course: In the culminating project, you will develop new trading strategies, evaluate them using the tools learned in the course, integrate them with the existing portfolio and also develop a plan to start a hedge 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
Created by: Indian School of Business
Taught by: Ramabhadran Thirumalai, Assistant Professor
Indian School of Business
| Basic Info | Course 5 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. |
Syllabus
WEEK 1
Week 1 - Learner's Introduction
In this module, you will introduce yourself to the other learners. You can exchange ideas and learn from one another.
1 item
- Discussion Prompt: Introduction
WEEK 2
Week 2 - Strategy
In this module you will go through the paper based on
'Pairs Trading' strategy and understand the details of the strategy completely. You will also identify the sector and related sector on which you want to base your strategy.
4 videos, 2 readings
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 1
- Peer Review: Part a - Pairs Trading Strategy
- Video: How to read an academic paper - a
- Video: How to read an academic paper - b
- Video: How to read an academic paper - c
- Video: How to read an academic paper - Abstract
- Reading: How to read and get the most out of a journal article
WEEK 3
Week 3 - Data Collection
In this module you will gather the data required to design the strategy. You will pick a pair in the chosen sector and one more pair in the related sector to implement the strategy.
1 reading
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 2
- Peer Review: Part b - Data Collection
WEEK 4
Week 4 - Strategy Rules
In this module you will formulate the rules required to trade the strategy and execute the strategy.
3 videos, 1 reading
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 3
- Peer Review: Part c - Trading rules
- Video: Piotroski F-Score : Implementation - a
- Video: Piotroski F-Score : Implementation - b
- Video: Piotroski F-Score : Wrap up
WEEK 5
Week 5 - Strategy Evaluation
In this module, you will evaluate the strategy that you had designed. For this purpose you will make use of various performance measures discussed in the course.
3 videos
- Peer Review: Part d - Performance Evaluation
- Video: Measuring portfolio or fund returns
- Video: Benchmarks for portfolio performance evaluation
- Video: Alternate performance measures
WEEK 6
Week 6 - Grading Rubric
In this final module, you will use the grading rubric to evaluate the projects submitted by the other learners.
Graded: Pairs trading Culminating project
FAQs
How It Works
Coursework
Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.
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Creators
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.
Pricing
| Audit | Purchase Course | |
|---|---|---|
| Access to course materials | Available | Available |
| Access to graded materials | Not available | Available |
| Receive a final grade | Not available | Available |
| Earn a shareable Course Certificate | Not available | Available |
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