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Advanced Trading Algorithms(으)로 돌아가기

인도 경영 대학의 Advanced Trading Algorithms 학습자 리뷰 및 피드백

4.6
별점
452개의 평가
58개의 리뷰

강좌 소개

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....

최상위 리뷰

PM

May 31, 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.

PK

May 31, 2020

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

필터링 기준:

Advanced Trading Algorithms의 57개 리뷰 중 51~57

교육 기관: Ansh P S

Apr 24, 2020

The part with Prasanna Tantri is flawless

교육 기관: Paras B

Jan 31, 2018

Every topic is very nicely taught

교육 기관: HITESH K .

Jul 31, 2020

Good experience

교육 기관: Avijit P

Jun 29, 2020

The course provides amazing trading strategies and introduces to great ways of analysing the same. However, it lacks the practical implementation of the strategies, as not module describes how to or what software to use to backtest the strategies. Furthermore, there are also a few errors in week 4 videos. An additional module on type of software tools that could be used to analyse the strategies could do wonders to the course.

교육 기관: Nicolas R G

Jul 20, 2020

Like the previous course, the strategies are very good, but I don't see the algorithmic anywhere.

I think that at the beginning of the previous course the teacher clarified it, but if the courses are named trading algorithms and advanced trading algorithms, they should have some code or supporting examples to create the code.

Rest very well.

교육 기관: Bruce D

Jan 21, 2018

Good material, emphasizes how to "think" when constructing trading strategies. However, there seems to be a disconnect between what is conveyed in class vs what is asked on quiz. The explanation for several of the calculations could be more clear.

교육 기관: 薛程

Mar 28, 2019

Many errors