Advanced Trading Algorithms
Master scientific backtesting and advanced trading strategies including accruals, beta, momentum, and G-Score analysis for both developed and emerging markets.
Master scientific backtesting and advanced trading strategies including accruals, beta, momentum, and G-Score analysis for both developed and emerging markets.
This course cannot be purchased separately - to access the complete learning experience, graded assignments, and earn certificates, you'll need to enroll in the full Trading Strategies in Emerging Markets Specialization program. You can audit this specific course for free to explore the content, which includes access to course materials and lectures. This allows you to learn at your own pace without any financial commitment.
4.6
(520 ratings)
35,985 already enrolled
Instructors:
English
پښتو, বাংলা, اردو, 3 more
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What you'll learn
Build and implement robust backtesting systems for trading strategies
Develop trading strategies based on accruals, beta, and momentum
Analyze and incorporate transaction costs in backtesting algorithms
Measure strategy performance using risk-adjusted return metrics
Apply G-Score analysis for stock selection
Skills you'll gain
This course includes:
3.8 Hours PreRecorded video
6 assignments
Access on Mobile, Tablet, Desktop
FullTime access
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There are 4 modules in this course
This comprehensive course focuses on advanced trading algorithms and scientific backtesting methodologies. Students learn to build and test trading strategies based on accruals, beta, momentum, and G-Score indicators. The curriculum covers robust backtesting systems, data mining validation, transaction cost analysis, and risk-adjusted return measurements using metrics like Sharpe ratio, Treynor's Ratio, and Jensen's Alpha.
Strategy - Accruals
Module 1 · 2 Hours to complete
Strategy - Betting against Beta
Module 2 · 2 Hours to complete
Strategy - Momentum & Momentum Crashes
Module 3 · 3 Hours to complete
Strategy - G Score
Module 4 · 3 Hours to complete
Fee Structure
Instructor
Esteemed Finance Scholar and Executive Director at ISB
Prasanna Tantri is an Associate Professor of Finance and the Executive Director at the Center for Analytical Finance (CAF) at the Indian School of Business (ISB). He holds a Ph.D. in Finance from Deakin University and has completed both a Fellow Programme in Management (Finance) and a Post Graduate Programme in Management (MBA) from ISB. His research interests encompass banking, financial inclusion, financial contagion, regulation, and the interplay between politics and finance. Prasanna's work has been published in several top-tier journals, including the Review of Financial Studies, Journal of Financial and Quantitative Analysis, and Journal of Accounting Research. In addition to his academic responsibilities, he serves as an Independent Director and Chair of the Audit Committee at Power Finance Corporation. His contributions to finance research and education have significantly impacted policy discussions and academic discourse in India
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4.6 course rating
520 ratings
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