Back to Advanced Trading Algorithms
Indian School of Business

Advanced Trading Algorithms

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.

Status: Securities Trading
Status: Portfolio Management
IntermediateCourse11 hours

Featured reviews

AC

4.0Reviewed Jul 12, 2020

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

KS

4.0Reviewed Mar 6, 2018

Very helpful and informative for future investors.

U

5.0Reviewed Sep 25, 2020

Sir is very knowledgeable. I would love to meet him in person and work under him.

SS

5.0Reviewed Jun 28, 2020

The practical example for G-score calculation can be in more detail to help the beginners like me.

KB

5.0Reviewed Apr 26, 2020

This course was good. Week 4 could have been improved a bit.

RS

5.0Reviewed Jun 25, 2020

Lots of learning. Gained confidence in Trading now.

BR

5.0Reviewed Sep 18, 2023

Well structured and easy to follow even for a beginner in trading.

RT

5.0Reviewed Aug 10, 2020

Intuitive teaching by Prasanna Sir and Sai Harsha Sir

PA

4.0Reviewed Jun 11, 2020

The explanations for calculation part could have been a little better

ER

5.0Reviewed Mar 21, 2017

The course is excellent! Straight to the point, both professors can explain the subject in a very easy way. The course was a pleasant surprise!! I strongly recommend!

GH

5.0Reviewed May 4, 2019

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

MS

5.0Reviewed Jul 6, 2018

Best Explained by Highly Qualified Trainer i learned a lot

All reviews

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Chitwan Garg
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Saunak Biswas
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