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学生对 Indian School of Business 提供的 Advanced Trading Algorithms 的评价和反馈

4.6
530 个评分

课程概述

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....

热门审阅

AC

Jul 12, 2020

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

U

Sep 25, 2020

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

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51 - Advanced Trading Algorithms 的 69 个评论(共 69 个)

创建者 Harendra S

Jun 9, 2019

Awesome

创建者 Rutuja S

Jun 15, 2022

About The G Score strategy, the video could have been more interactive. It felt as if the instructor were simply reading the points out to us. The Numerical example video of G score could be more detailed and explanatory as to how to calculate the G4 and G5 scores specifically. It could have been intereactive in a way where the instructor refers to the balance sheet of Ajanta Pharma and shows how and which values he picks from there and then bagins with his calculations. Rest of the course was very helpful. Im glad that I took this course.

创建者 Timo P

Sep 5, 2020

The 4th week of the G-score was harder to follow than the rest of the course. I think every component G1-G8 could have had a dedicated mini test before moving on to the next one to make sure the exact formula is understood by the student.

But overall, an interesting course. I have no background in trading, accounting or finance and was able to follow it very well. Thanks!

创建者 Om U

Jun 9, 2020

excellent course. both the professors are very knowledgeable and are very good at their job. the focus is on doing your own research and finding out answers. just one suggestion. the mentors should regularly check the discussion forums as I posted a few questions over there which haven't been answered yet.

创建者 Juan P

Jan 21, 2021

The course is very complete and connects some of the different strategies mentioned in the previous course of the specialization. However, it could improve in showing practical applications of the strategies and their results.

创建者 Roman M

Mar 17, 2020

several things are superficial and course do not allow to understand or construct clear picture - you need read more and more. probably that was the goal actually

创建者 Saumitra V P

May 12, 2020

Good Course that even beginners can start with ( With a bit of reference to last course.

Instructors are clear in their teaching style.

创建者 Ivan K

Aug 25, 2017

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

创建者 Camilo R R

Aug 26, 2020

Es un curso muy interesante para el cual se debe tener base de los anteriores, pero es muy útil.

创建者 Alex C

Jul 12, 2020

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

创建者 Prata V A

Jun 12, 2020

The explanations for calculation part could have been a little better

创建者 Kartik S

Mar 7, 2018

Very helpful and informative for future investors.

创建者 Ansh P S

Apr 24, 2020

The part with Prasanna Tantri is flawless

创建者 Paras B

Jan 31, 2018

Every topic is very nicely taught

创建者 HITESH K .

Jul 31, 2020

Good experience

创建者 Avi P

Jun 29, 2020

The course provides amazing trading strategies and introduces to great ways of analysing the same. However, it lacks the practical implementation of the strategies, as not module describes how to or what software to use to backtest the strategies. Furthermore, there are also a few errors in week 4 videos. An additional module on type of software tools that could be used to analyse the strategies could do wonders to the course.

创建者 Nicolas R G

Jul 19, 2020

Like the previous course, the strategies are very good, but I don't see the algorithmic anywhere.

I think that at the beginning of the previous course the teacher clarified it, but if the courses are named trading algorithms and advanced trading algorithms, they should have some code or supporting examples to create the code.

Rest very well.

创建者 Bruce D

Jan 21, 2018

Good material, emphasizes how to "think" when constructing trading strategies. However, there seems to be a disconnect between what is conveyed in class vs what is asked on quiz. The explanation for several of the calculations could be more clear.

创建者 薛程

Mar 27, 2019

Many errors