4.2 Read 91 reviews
Overview
Key Features
By taking the Advanced Trading Algorithms course offered by Coursera in partnership with Indian School of Business, 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.
Programme Structure
Courses include:
- Accruals
- Betting against Beta
- Momentum & Momentum Crashes
- Lookback Period
- Options Primer
- G Score
Key information
Duration
- Part-time
- 7 days
- 10 hrs/week
Start dates & application deadlines
You can apply for and start this programme anytime.
Language
English
Delivered
Online
- Self-paced
Campus Location
- Mountain View, United States
Disciplines
Commerce View 23 other Short Courses in Commerce in United StatesWhat students do after studying
Join for free or log in to access our complete career info list.
Academic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General requirements
- Intermediate Level
- This course is aimed at learners interested in quantitative finance and algorithmic trading who want to develop skills in building, testing, and evaluating trading strategies using robust back‑testing methods and risk‑adjusted performance measures.
Tuition Fees
Additional Details
Course is free for the first 7 days. After 7 days, the course can be accessed with the Coursera Plus Subscription
Funding
Improve page content