This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company.
In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy.
The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).
Este curso faz parte do Programa de cursos integrados Trading Strategies in Emerging Markets
Trading Algorithms
oferecido por
Informações sobre o curso
4.5
233 classificações
Habilidades que você terá
Trading StrategyPost-Earnings-Announcement Drift (PEAD)F1 ScoreTrading
Programa - O que você aprenderá com este curso
Semana
1Module 1 - Introduction to Trading Strategies and Benchmarks
After completing this module you will be able to understand what market efficiency means. You will be able to list different types of market efficiencies.
2 vídeos (Total de 27 min), 2 leituras, 2 testes
2 leituras
Disclaimer10min
Are markets efficient?30min
2 exercícios práticos
Practice Quiz16min
Quiz 140min
Semana
2How to read an academic paper
After completing this module you will be able to read and understand an academic paper. You will know what are the important parts of a paper and how to build a trading strategy based on them.
4 vídeos (Total de 66 min), 1 leitura, 2 testes
4 videos
How to read an academic paper - b10min
How to read an academic paper - c20min
How to read an academic paper - Abstract20min
1 leituras
How to read and get the most out of a journal article20min
2 exercícios práticos
Practice Quiz20min
Quiz 2min
Semana
3Module 3 - Trading Strategy 1 - F Score
After completing this module you will understand the Piotroski F Score Strategy and the economic intuition behind it. You also be able to implement the trading strategy.
5 vídeos (Total de 75 min), 1 leitura, 1 teste
5 videos
Piotroski F-Score : Strategy - b14min
Piotroski F-Score : Strategy - c18min
Piotroski F-Score : Implementation - a12min
Piotroski F-Score : Implementation - b12min
1 leituras
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losersmin
1 exercício prático
Quiz 315min
Semana
4Module 4 - Trading Strategy 2 - PEAD
In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.
4 vídeos (Total de 49 min), 1 leitura, 2 testes
4 videos
Post Earnings Announcement Drift (PEAD) - a15min
Post Earnings Announcement Drift (PEAD) - b12min
Wrap up15min
1 leituras
An Empirical Evaluation of Accounting Income Numbersmin
2 exercícios práticos
Practice Quiz16min
Quiz 440min
Melhores avaliações
por MB•Jul 22nd 2017
A very good course for beginners as well as someone with intermediate knowledge in marketing. Thoroughly explained and brilliant, sensible questions providing insight to the course.
por DD•Apr 6th 2018
If only we had good teachers like this.\n\nbest time spent so far as per understanding,knowledge and explanation.\n\nBest possible way of making it to the point.
Instrutores
Prasanna Tantri
Senior Associate DirectorCenter for Analytical Finance
Sobre 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.
Sobre o Programa de cursos integrados Trading Strategies in Emerging Markets
This Specialization equips individual investors and money managers with the skills required to develop their own trading strategies and test them. When you complete the Specialization, you’ll be ready to apply eight ready-made trading strategies, based on rigorous academic research, that have been shown to be. You’ll also be able to design your own trading strategy, back test it, and measure its performance.
Perguntas Frequentes – FAQ
Quando terei acesso às palestras e às tarefas?
Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.
O que recebo ao me inscrever nesta Especialização?
Quando você se inscreve no curso, tem acesso a todos os cursos na Especialização e pode obter um certificado quando concluir o trabalho. Seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.
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