This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company.
In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy.
The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).
This course is part of the Trading Strategies in Emerging Markets Specialization
Trading Algorithms
Offered By
About this Course
4.6
273 ratings
Skills you will gain
Trading StrategyPost-Earnings-Announcement Drift (PEAD)F1 ScoreTrading
Syllabus - What you will learn from this course
Week
13 hours to complete
Module 1 - Introduction to Trading Strategies and Benchmarks
After completing this module you will be able to understand what market efficiency means. You will be able to list different types of market efficiencies.
2 videos (Total 27 min), 2 readings, 2 quizzes
2 readings
Disclaimer10m
Are markets efficient?30m
2 practice exercises
Practice Quiz16m
Quiz 140m
Week
23 hours to complete
How to read an academic paper
After completing this module you will be able to read and understand an academic paper. You will know what are the important parts of a paper and how to build a trading strategy based on them.
4 videos (Total 66 min), 1 reading, 2 quizzes
4 videos
How to read an academic paper - b10m
How to read an academic paper - c20m
How to read an academic paper - Abstract20m
1 reading
How to read and get the most out of a journal article20m
2 practice exercises
Practice Quiz20m
Quiz 2s
Week
34 hours to complete
Module 3 - Trading Strategy 1 - F Score
After completing this module you will understand the Piotroski F Score Strategy and the economic intuition behind it. You also be able to implement the trading strategy.
5 videos (Total 75 min), 1 reading, 1 quiz
5 videos
Piotroski F-Score : Strategy - b14m
Piotroski F-Score : Strategy - c18m
Piotroski F-Score : Implementation - a12m
Piotroski F-Score : Implementation - b12m
1 reading
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Loserss
1 practice exercise
Quiz 315m
Week
43 hours to complete
Module 4 - Trading Strategy 2 - PEAD
In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.
4 videos (Total 49 min), 1 reading, 2 quizzes
4 videos
Post Earnings Announcement Drift (PEAD) - a15m
Post Earnings Announcement Drift (PEAD) - b12m
Wrap up15m
1 reading
An Empirical Evaluation of Accounting Income Numberss
2 practice exercises
Practice Quiz16m
Quiz 440m
4.6
47 ReviewsTop Reviews
A very good course for beginners as well as someone with intermediate knowledge in marketing. Thoroughly explained and brilliant, sensible questions providing insight to the course.
If only we had good teachers like this.\n\nbest time spent so far as per understanding,knowledge and explanation.\n\nBest possible way of making it to the point.
Instructor
Prasanna Tantri
Senior Associate DirectorCenter for Analytical Finance
About 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.
About the Trading Strategies in Emerging Markets Specialization
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
Frequently Asked Questions
When will I have access to the lectures and assignments?
Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.
What will I get if I subscribe to this Specialization?
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.
What is the refund policy?
Is financial aid available?
More questions? Visit the Learner Help Center.
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