Chevron Left
Voltar para Advanced Trading Algorithms

Comentários e feedback de alunos de Advanced Trading Algorithms da instituição Indian School of Business

4.6
estrelas
500 classificações

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....

Melhores avaliações

AV

27 de out de 2020

Excelente curso. Aprendí muchísimos contenidos , especialmente relacionados a análisis fundamental, y cómo implementarlo en el trading. Muy interesante, y los profesores sumamente didácticos.

PM

30 de mai de 2018

I liked the casual style of Prof Prasanna. In this casual style, he taught so many useful concepts. Also, I liked Prof Sai Harsha. He is a thorough professional.

Filtrar por:

51 — 66 de 66 Avaliações para o Advanced Trading Algorithms

por Om U

9 de jun de 2020

por Juan P

21 de jan de 2021

por Ron Z

17 de mar de 2020

por Saumitra V P

12 de mai de 2020

por Ivan K

25 de ago de 2017

por Camilo R R

26 de ago de 2020

por Freckd C

12 de jul de 2020

por Prata V A

12 de jun de 2020

por Kartik S

7 de mar de 2018

por Ansh P S

24 de abr de 2020

por Paras B

31 de jan de 2018

por HITESH K .

31 de jul de 2020

por Avi P

29 de jun de 2020

por Nicolas R G

20 de jul de 2020

por Bruce D

21 de jan de 2018

por 薛程

28 de mar de 2019