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Advanced Trading Algorithms

This course is part of Trading Strategies in Emerging Markets Specialization

Instructor: Prasanna Tantri

40,784 already enrolled

Included with

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4 modules

Gain insight into a topic and learn the fundamentals.

533 reviews

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

4 modules

Gain insight into a topic and learn the fundamentals.

533 reviews

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

Skills you'll gain

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

6 assignments

Taught in English

91%

of learners achieved a positive career outcome

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Build your subject-matter expertise

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

When you enroll in this course, you'll also be enrolled in this Specialization.

Learn new concepts from industry experts
Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
Earn a shareable career certificate

There are 4 modules in 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.

Module details

After completing this module you will be able to understand the basics of accrual, build a trading strategy based on accruals and test the strategy that you have built.

What's included

4 videos1 reading1 assignment

After completing this module you will be able to understand the basics of beat, build a trading strategy based on beta and test the strategy that you have built.

What's included

3 videos1 reading2 assignments

After completing this module you will be able to understand the basics of momentum, build a trading strategy based on momentum & momentum crashes, and test the strategies that you have built.

What's included

9 videos1 reading1 assignment

9 videosTotal 89 minutes

Momentum - Introduction7 minutes
Momentum - Lookback period6 minutes
Momentum - Strategy7 minutes
Momentum - Returns10 minutes
Momentum crashes - Introduction11 minutes
Momentum crashes - Options primer 112 minutes
Momentum crashes - Options primer 27 minutes
Momentum crashes - Abstract14 minutes
Momentum crashes - Strategy15 minutes

1 readingTotal 60 minutes

Momentum60 minutes

1 assignmentTotal 40 minutes

Quiz 340 minutes

After completing this module you will be able to understand the meaning of G Score, build a trading strategy based on G Score and test the strategy that you have built.