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学生对 印度商学院 提供的 Advanced Trading Algorithms 的评价和反馈

4.6
502 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

AV

Oct 27, 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

May 30, 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.

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1 - Advanced Trading Algorithms 的 25 个评论(共 66 个)

创建者 Mudassir S

Jul 7, 2018

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Jan 12, 2020

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May 31, 2018

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May 10, 2020

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Oct 16, 2019

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Apr 1, 2019

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Mar 2, 2018

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Nov 10, 2017

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Mar 19, 2020

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Apr 27, 2020

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Dec 2, 2018

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Oct 6, 2017

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Sep 14, 2019

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Jun 26, 2020

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Mar 8, 2021