Trading Algorithms

This course is part of Trading Strategies in Emerging Markets Specialization

Instructor: Prasanna Tantri

Access provided by Skills Development Fund

67,086 already enrolled

4 modules

Gain insight into a topic and learn the fundamentals.

1,099 reviews

Intermediate level

Some related experience required

Flexible schedule

1 week at 10 hours a week

Learn at your own pace

93%

Most learners liked this course

4 modules

Gain insight into a topic and learn the fundamentals.

1,099 reviews

Intermediate level

Some related experience required

Flexible schedule

1 week at 10 hours a week

Learn at your own pace

93%

Most learners liked this course

Skills you'll gain

Details to know

Shareable certificate

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Assessments

7 assignments

Taught in English

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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.

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There are 4 modules in this course

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).

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.

What's included

2 videos2 readings2 assignments1 discussion prompt

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.

What's included

4 videos1 reading2 assignments

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.

What's included

5 videos1 reading1 assignment1 discussion prompt

5 videosTotal 75 minutes

Piotroski F-Score : Strategy - a16 minutes
Piotroski F-Score : Strategy - b15 minutes
Piotroski F-Score : Strategy - c19 minutes
Piotroski F-Score : Implementation - a12 minutes
Piotroski F-Score : Implementation - b12 minutes

1 readingTotal 60 minutes

Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers60 minutes

1 assignmentTotal 75 minutes

Quiz 375 minutes

1 discussion promptTotal 20 minutes

Financial Ratios20 minutes

In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.

What's included

4 videos1 reading2 assignments1 discussion prompt

4 videosTotal 49 minutes

Piotroski F-Score : Wrap up6 minutes
Post Earnings Announcement Drift (PEAD) - a15 minutes
Post Earnings Announcement Drift (PEAD) - b13 minutes
Wrap up15 minutes

1 readingTotal 60 minutes

An Empirical Evaluation of Accounting Income Numbers60 minutes

2 assignmentsTotal 56 minutes

Practice Quiz16 minutes
Quiz 440 minutes

1 discussion promptTotal 20 minutes

Short Selling20 minutes

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Instructor

Instructor ratings

(161 ratings)

Prasanna Tantri

Indian School of Business

6 Courses111,728 learners

Offered by

Indian School of Business

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Showing 3 of 1099

Reviewed on May 14, 2021

The manner in which the professor taught the subject was just marvelous , hats off to the way of teaching .Made everything so simple . Brilliantly explained. Gained tons and tons of knowledge :)

Reviewed on May 1, 2020

I liked it. Professor is really into teaching. However I think that videos are too long and some could be shortened. Video 4 from Week 4 is extremely important in my opinion!

Reviewed on Apr 15, 2020

The exam in week three had values as answers that did not correspond with the questions. Otherwise a good overview of Piotroski. We have like to have seen more on the PEADs paper.

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