Online Course – Certified Professional Specialization in Trading Methods in Emerging Markets from Indian School of Business

Trading Basics

Course 1 • 8 hours • 4.0 (1,772 ratings)

Course Details

What you’ll learn

The goal of the course is to provide you with the knowledge required to understand companies’ financial statements and understand the various transactions that occur in the capital market, so that you can reproduce the strategies revealed in existing academic literature.

• A brief introduction to financial statements and various company filings.
• How to extract information about a company’s performance and use this information to build trading strategies.
• Basic theories in asset pricing.
• Calculating expected returns from a stock or a portfolio of stocks.
• The actual operation of asset markets.
• Types of players in the market.
• The different types of commands and the effective ways and appropriate times to execute them.
• Trading costs and ways to minimize them.
• The concept of liquidity.

This knowledge is necessary for developing effective algorithms for executing various trading strategies.

Trading algorithms

Course 2 • 12 hours • 4.5 (1,076 ratings)

Course Details

What you’ll learn

This course covers two of seven trading strategies that work in emerging markets. The seven include:

• Momentum-based strategies.
• Momentum collapses.
• Price tags.
• Persistence in profits.
• The quality of earnings.
• Growth in the core business.
• Behavioral biases.
• Textual analysis of business reports about the company.

In the first part of the course, you will learn to read academic research. We will talk about which parts to look at and which parts to skip quickly. For each strategy, you will first learn about the original research and then how to implement the strategy.

• The first strategy, the Piotroski F-Score, will be discussed in detail.
• You will learn how to calculate the F-Score and how to use this rating in strategy.
• Following this, the next strategy, Price Action After Earnings Announcement (PEAD), will be discussed.

Skills you will acquire

• Category: Trading Strategy
• Trading Strategy
• Category: Price Action After Earnings Announcement (PEAD)
• Price Movement After Earnings Announcement (PEAD)
• Category: F1 Index
• F1 Index
• Category: Commerce
• trade

Advanced trading algorithms

Course 3 • 11 hours • 4.6 (520 ratings)

Course Details

What you’ll learn

This course will provide backtesting results for all strategies in both developed and emerging markets. The learner will also learn scientific ways to conduct backtesting without succumbing to biases such as survivorship bias or forward-looking statements.

• Different methods for building a robust backtesting system for the strategies discussed in the previous course.
• Distinguish between data mining and results based on a solid empirical or theoretical basis.
• Conducting repeat tests and submitting the results for stress tests.
• Ways to incorporate transaction costs and other frictions into the process of repeated testing.
• Techniques for measuring strategic performance and the concept of risk-adjusted return.
• Using famous models for measuring risk-adjusted returns such as the Sharpe ratio, Treanor ratio, and Jenson’s alpha.
• Selecting a suitable base plan for a proposed fund.

Building an investment portfolio

Course 4 • 9 hours • 4.4 (312 ratings)

Course Details

What you’ll learn

This course encompasses all of the learning from the previous courses and guides the learner on how to build a portfolio of strategies and integrate it into a hedge fund.

• Measuring the contribution of a strategy to a portfolio in terms of risk and return.
• Evaluating the results of integrating a new strategy into an existing portfolio.
• Different ways to perform weight bias analysis to determine the optimal weight for each strategy.
• Developing techniques to reduce overall portfolio risk.
• A basic overview of the regulatory framework applicable to hedge funds.
• Getting to know different types of investors and the expectations of each.

Designing Your Trading Strategy – Final Project

Course 5 • 21 hours • 4.5 (101 ratings)

Course Details

What you’ll learn

In the final project, you will develop new trading strategies, evaluate them using the tools you learned in the course, implement them together with your existing portfolio, and also develop a plan for establishing a hedge fund.

Skills you will acquire

• Category: Financial Ratio
• Financial ratio
• Category: Cost
• cost
• Category: Financial Statements
• Financial statements
• Category: Commerce
• trade