Informações sobre o curso: 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.
Para quem é direcionado este curso: This course is primarily aimed at individual investors and money managers who want to gain the skills required to develop their own trading strategies and make money using them
Desenvolvido por: Indian School of Business
Ministrado por: Prasanna Tantri, Senior Associate Director
Center for Analytical Finance
| Informações básicas | Curso 3 de 5 no Trading Strategies in Emerging Markets Specialization |
| Nível | Intermediate |
| Compromisso | The estimated workload for this course is 4 to 5 hours per week |
| Idioma | English |
| Como ser aprovado | Seja aprovado em todas as tarefas para concluir o curso. |
| Classificação do usuário |
Programa
SEMANA 1
Strategy - Accruals
After completing this module you will be able to understand the basics of accrual, build a trading strategy based on accruals and test the strategy that you have built.
4 vídeos, 1 leitura
- Vídeo: Accruals - Introduction
- Vídeo: Accruals - Calculation
- Vídeo: Accruals - Ratios
- Vídeo: Accruals - Strategy
- Reading: Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
Nota atribuída: Quiz 1
SEMANA 2
Strategy - Betting against Beta
After completing this module you will be able to understand the basics of beat, build a trading strategy based on beta and test the strategy that you have built.
3 vídeos, 1 leitura, 1 questionário de prática
- Vídeo: Betting against Beta - Introduction
- Vídeo: Betting against Beta - CAPM
- Vídeo: Betting against Beta - Strategy
- Reading: Betting Against Beta
- Practice Quiz: Practice Quiz
Nota atribuída: Quiz 2
SEMANA 3
Strategy - Momentum & Momentum Crashes
After completing this module you will be able to understand the basics of momentum, build a trading strategy based on momentum & momentum crashes, and test the strategies that you have built.
9 vídeos, 1 leitura
- Vídeo: Momentum - Introduction
- Vídeo: Momentum - Lookback period
- Vídeo: Momentum - Strategy
- Vídeo: Momentum - Returns
- Vídeo: Momentum crashes - Introduction
- Vídeo: Momentum crashes - Options primer 1
- Vídeo: Momentum crashes - Options primer 2
- Vídeo: Momentum crashes - Abstract
- Vídeo: Momentum crashes - Strategy
- Reading: Momentum
Nota atribuída: Quiz 3
SEMANA 4
Strategy - G Score
After completing this module you will be able to understand the meaning of G Score, build a trading strategy based on G Score and test the strategy that you have built.
6 vídeos, 1 leitura, 1 questionário de prática
- Vídeo: G Score - Back Ground
- Vídeo: G Score - Economic Intuition
- Vídeo: G Score - Strategy
- Vídeo: G Score - Numerical Example
- Vídeo: G Score - Closure
- Reading: Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysis
- Vídeo: Closure
- Practice Quiz: Practice Quiz
Nota atribuída: Quiz 4
Perguntas frequentes
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Coursework
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Desenvolvedores
Indian School of Business
The Indian School of Business has successfully put India on the global map of management education by nurturing young leaders with an understanding of developing economies and the society at large. Through innovations in curricula and pedagogy to reflect the shifting business landscape, the ISB is committed to providing the best venue for management education to meet the growing need to develop young leaders who can manage global challenges.
Custo
| Comprar curso | |
|---|---|
| Acesso aos materiais do curso | Disponível |
| Acesso a materiais valendo nota | Disponível |
| Receba uma nota final | Disponível |
| Obtenha um Certificado de Curso compartilhável | Disponível |
Classificações e avaliações
Very helpful and informative for future investors.
Every topic is very nicely taught
Good course.
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JM
Good Strategies, very simple and useful in the real life