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Learner Reviews & Feedback for Advanced Trading Algorithms by Indian School of Business

4.6
stars
466 ratings
61 reviews

About the 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....

Top reviews

AV
Oct 27, 2020

Excelente curso. Aprendí muchísimos contenidos , especialmente relacionados a análisis fundamental, y cómo implementarlo en el trading. Muy interesante, y los profesores sumamente didácticos.

PM
May 30, 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.

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51 - 60 of 60 Reviews for Advanced Trading Algorithms

By Freckd C

Jul 12, 2020

The formulas are not 100% accurate with the academic paper in certain examples.

By Prata V A

Jun 12, 2020

The explanations for calculation part could have been a little better

By Kartik S

Mar 7, 2018

Very helpful and informative for future investors.

By Ansh P S

Apr 24, 2020

The part with Prasanna Tantri is flawless

By Paras B

Jan 31, 2018

Every topic is very nicely taught

By HITESH K .

Jul 31, 2020

Good experience

By Avi P

Jun 29, 2020

The course provides amazing trading strategies and introduces to great ways of analysing the same. However, it lacks the practical implementation of the strategies, as not module describes how to or what software to use to backtest the strategies. Furthermore, there are also a few errors in week 4 videos. An additional module on type of software tools that could be used to analyse the strategies could do wonders to the course.

By Nicolas R G

Jul 20, 2020

Like the previous course, the strategies are very good, but I don't see the algorithmic anywhere.

I think that at the beginning of the previous course the teacher clarified it, but if the courses are named trading algorithms and advanced trading algorithms, they should have some code or supporting examples to create the code.

Rest very well.

By Bruce D

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.

By 薛程

Mar 28, 2019

Many errors