• Application Deadline
  • 1 month
    Duration
This course will provide back test results for all the strategies in developed and emerging markets. This Advanced Trading Algorithms Course is a part of the Trading Strategies in Emerging Markets Specialization offered by Coursera in partnership with Indian School of Business .

About

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. 

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

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

Programme Structure

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

English Language Requirements

This programme requires students to demonstrate proficiency in English.

Academic Requirements

For more information, please visit the program website.

Tuition Fee

  • International Applies to you

    49 USD/module
    Tuition Fee
    Based on the original amount of 49 USD per module and a duration of 1 months.
  • National Applies to you

    49 USD/module
    Tuition Fee
    Based on the original amount of 49 USD per module and a duration of 1 months.
We've labeled the tuition fee that applies to you because we think you are from and prefer over other currencies.
  • $49 per month to continue learning
  • Go as fast as you can - the faster you go, the more you save.

Funding

Check the programme website for information about funding options.

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