Back to 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.

Status: Risk Analysis
Status: Return On Investment
IntermediateCourse11 hours

Featured reviews

A

5.0Reviewed Mar 7, 2021

The knowledge provided in this course is priceless

RT

5.0Reviewed Aug 11, 2020

Intuitive teaching by Prasanna Sir and Sai Harsha Sir

U

5.0Reviewed Sep 26, 2020

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

SS

5.0Reviewed Jun 29, 2020

The practical example for G-score calculation can be in more detail to help the beginners like me.

KB

5.0Reviewed Apr 27, 2020

This course was good. Week 4 could have been improved a bit.

ER

5.0Reviewed Mar 22, 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!

UN

5.0Reviewed Oct 16, 2019

Best out of the three I have completed till now. Professor Prasanna Tantri is brilliant

SP

4.0Reviewed 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.

PA

4.0Reviewed Jun 12, 2020

The explanations for calculation part could have been a little better

MS

5.0Reviewed Jul 7, 2018

Best Explained by Highly Qualified Trainer i learned a lot

PK

5.0Reviewed May 31, 2020

Congratulations on a great job done by Prof Prasanna and Sai Harsha! Explained it clearly for the novice learner. Thank you!

IK

4.0Reviewed Aug 25, 2017

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

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