
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.
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Visit official programme websiteProgramme Structure
Courses include:
- Strategy - Accruals
- Strategy - Betting against Beta
- Strategy - Momentum & Momentum Crashes
- Strategy - G Score
Check out the full curriculum
Visit official programme websiteKey information
Duration
- Part-time
- 1 months
Start dates & application deadlines
Language
Delivered
- Self-paced
Disciplines
Business Administration Finance Commerce View 179 other Short Courses in Finance in United StatesExplore more key information
Visit official programme websiteAcademic 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
Make sure you meet all requirements
Visit official programme websiteTuition Fee
-
International
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 months. -
National
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 months.
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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.