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Indian School of Business

Advanced Trading Algorithms

This course 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. 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.

状态:Financial Trading
状态:Accruals
中级课程小时

精选评论

A

5.0评论日期:Mar 6, 2021

The knowledge provided in this course is priceless

AV

5.0评论日期:Oct 27, 2020

Excelente curso. Aprendí muchísimos contenidos , especialmente relacionados a análisis fundamental, y cómo implementarlo en el trading. Muy interesante, y los profesores sumamente didácticos.

U

5.0评论日期:Sep 25, 2020

Sir is very knowledgeable. I would love to meet him in person and work under him.

SS

5.0评论日期:Jun 28, 2020

The practical example for G-score calculation can be in more detail to help the beginners like me.

KB

5.0评论日期:Apr 26, 2020

This course was good. Week 4 could have been improved a bit.

PA

4.0评论日期:Jun 11, 2020

The explanations for calculation part could have been a little better

ER

5.0评论日期:Mar 21, 2017

The course is excellent! Straight to the point, both professors can explain the subject in a very easy way. The course was a pleasant surprise!! I strongly recommend!

PK

5.0评论日期:May 30, 2020

Congratulations on a great job done by Prof Prasanna and Sai Harsha! Explained it clearly for the novice learner. Thank you!

RS

5.0评论日期:Jun 25, 2020

Lots of learning. Gained confidence in Trading now.

IK

4.0评论日期:Aug 24, 2017

Observed some errors and inaccuracies throughout the course. Tried to report as per encountering.

MS

5.0评论日期:Jul 6, 2018

Best Explained by Highly Qualified Trainer i learned a lot

GH

5.0评论日期:May 4, 2019

I'm happy about the course. Basic knowledge and many practical tips. Verified Algorithms. Thanks to Prof. Prasanna and Prof. Sai Harsha.

所有审阅

显示:20/69

Chitwan Garg
1.0
评论日期:Jan 12, 2020
Mudassir Siraj
5.0
评论日期:Jul 7, 2018
PARTHA MAJUMDAR
5.0
评论日期:May 30, 2018
Saunak Biswas
5.0
评论日期:May 9, 2020
Erich Ratzat
5.0
评论日期:Mar 21, 2017
KEDAR CHANDRASHEKHAR DESHPANDE
5.0
评论日期:Nov 10, 2020
Udit Nagar
5.0
评论日期:Oct 16, 2019
krushna tondare
2.0
评论日期:Apr 1, 2019
Rahul Singh
1.0
评论日期:Mar 2, 2018
Manjunath RN
5.0
评论日期:Nov 10, 2017
Daniel Restrepo
5.0
评论日期:Mar 19, 2020
Phua Ah Kiok
5.0
评论日期:May 31, 2020
Kaushal Banthia
5.0
评论日期:Apr 27, 2020
Valerija Murzina
2.0
评论日期:Dec 2, 2018
Sanjay Shukla
2.0
评论日期:Oct 6, 2017
Kelvin Atie
5.0
评论日期:Jun 24, 2020
Joydeep Sharma
5.0
评论日期:Jun 28, 2021
John Johnson
5.0
评论日期:Sep 14, 2019
Alberto Alejandro Valente
5.0
评论日期:Oct 28, 2020
Francesco
5.0
评论日期:Jun 26, 2020