返回到 Advanced Trading Algorithms
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:Market Trend
状态:Portfolio Risk
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

AC

4.0评论日期:Jul 12, 2020

The formulas are not 100% accurate with the academic paper in certain examples.

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.

A

5.0评论日期:Jul 30, 2020

Very clear information and explanation, thank you all very much

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!

KD

5.0评论日期:Nov 9, 2020

Wonderful course for those who do not have any academic background of finance and are interested in learning trading strategies through research papers.

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!

MS

5.0评论日期:Jul 6, 2018

Best Explained by Highly Qualified Trainer i learned a lot

SP

4.0评论日期:May 11, 2020

Good Course that even beginners can start with ( With a bit of reference to last course. Instructors are clear in their teaching style.

PA

4.0评论日期:Jun 11, 2020

The explanations for calculation part could have been a little better

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