About this Course
4.5
143 ratings
16 reviews
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....
Globe

100% online courses

Start instantly and learn at your own schedule.
Calendar

Flexible deadlines

Reset deadlines in accordance to your schedule.
Intermediate Level

Intermediate Level

Clock

Approx. 7 hours to complete

Suggested: The estimated workload for this course is 4 to 5 hours per week...
Comment Dots

English

Subtitles: English...
Globe

100% online courses

Start instantly and learn at your own schedule.
Calendar

Flexible deadlines

Reset deadlines in accordance to your schedule.
Intermediate Level

Intermediate Level

Clock

Approx. 7 hours to complete

Suggested: The estimated workload for this course is 4 to 5 hours per week...
Comment Dots

English

Subtitles: English...

Syllabus - What you will learn from this course

Week
1
Clock
3 hours to complete

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....
Reading
4 videos (Total 58 min), 1 reading, 1 quiz
Video4 videos
Accruals - Calculation12m
Accruals - Ratios11m
Accruals - Strategy11m
Reading1 reading
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?m
Quiz1 practice exercise
Quiz 140m
Week
2
Clock
2 hours to complete

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....
Reading
3 videos (Total 31 min), 1 reading, 2 quizzes
Video3 videos
Betting against Beta - CAPM5m
Betting against Beta - Strategy10m
Reading1 reading
Betting Against Betam
Quiz2 practice exercises
Practice Quiz8m
Quiz 240m
Week
3
Clock
3 hours to complete

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....
Reading
9 videos (Total 89 min), 1 reading, 1 quiz
Video9 videos
Momentum - Lookback period6m
Momentum - Strategy6m
Momentum - Returns10m
Momentum crashes - Introduction10m
Momentum crashes - Options primer 111m
Momentum crashes - Options primer 27m
Momentum crashes - Abstract13m
Momentum crashes - Strategy15m
Reading1 reading
Momentumm
Quiz1 practice exercise
Quiz 340m
Week
4
Clock
3 hours to complete

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....
Reading
6 videos (Total 56 min), 1 reading, 2 quizzes
Video6 videos
G Score - Economic Intuition17m
G Score - Strategy5m
G Score - Numerical Example9m
G Score - Closure2m
Closure14m
Reading1 reading
Separating Winners from Losers among Low Book-to-Market Stocks using Financial Statement Analysism
Quiz2 practice exercises
Practice Quiz28m
Quiz 440m
4.5
Briefcase

83%

got a tangible career benefit from this course

Top Reviews

By PMMay 31st 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.

By MSJul 7th 2018

Best Explained by Highly Qualified Trainer i learned a lot

Instructor

Prasanna Tantri

Senior Associate Director
Center for Analytical Finance

About 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....

About the Trading Strategies in Emerging Markets Specialization

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....
Trading Strategies in Emerging Markets

Frequently Asked Questions

  • Once you enroll for a Certificate, you’ll have access to all videos, quizzes, and programming assignments (if applicable). Peer review assignments can only be submitted and reviewed once your session has begun. If you choose to explore the course without purchasing, you may not be able to access certain assignments.

  • When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile. If you only want to read and view the course content, you can audit the course for free.

More questions? Visit the Learner Help Center.