• Anytime
    Application Deadline
  • 1 month
    Duration

About

This Advanced Trading Algorithms  offered by Coursera in partnership with Indian School of Business 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.

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.

Detailed Programme Facts

  • Deadline and start date A student can apply at any time for this programme, there is no deadline.
  • Programme intensity Part-time
    • Average part-time duration 1 months
    • Duration description
      • Approx. 8 hours to complete
      • Suggested: The estimated workload for this course is 4 to 5 hours per week
  • Languages
    • English
  • Delivery mode
    Online
  • More information Go to the programme website

Programme Structure

Courses include:

  • Strategy - Accruals
  • Strategy - Betting against Beta
  • Strategy - Momentum & Momentum Crashes
  • Strategy - G Score

English Language Requirements

This programme may require students to demonstrate proficiency in English.

Academic Requirements

Intermediate Level

Funding

Coursera provides financial aid to learners who cannot afford the fee. Apply for it by clicking on the Financial Aid link beneath the "Enroll" button on the left. You'll be prompted to complete an application and will be notified if you are approved. You'll need to complete this step for each course in the Specialization, including the Capstone Project. 

StudyPortals Tip: Students can search online for independent or external scholarships that can help fund their studies. Check the scholarships to see whether you are eligible to apply. Many scholarships are either merit-based or needs-based.

The Global Study Awards: get funded with up to £10,000 to study abroad

Together with the ISIC Association and British Council IELTS, Studyportals offers you the chance to receive up to £10000 to expand your horizon and study abroad. We want to ultimately encourage you to study abroad in order to experience and explore new countries, cultures and languages.