课程概述
This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company.
In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy.
The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).
热门审阅
AA
May 4, 2020
Instructor was extremely knowledgeable an conducted the whole lectures in a very understandable way while describing complex ideas in simplest of words.
MB
Jul 21, 2017
A very good course for beginners as well as someone with intermediate knowledge in marketing. Thoroughly explained and brilliant, sensible questions providing insight to the course.
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226 - Trading Algorithms 的 226 个评论（共 226 个）
创建者 Rodrigo R
•Jan 10, 2021
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