关于此课程： In the culminating project, you will develop new trading strategies, evaluate them using the tools learned in the course, integrate them with the existing portfolio and also develop a plan to start a hedge fund.
此课程适用人群： This course is primarily aimed at individual investors and money managers who want to gain the skills required to develop their own trading strategies and make money using them
制作方： Indian School of Business
教学方： Ramabhadran Thirumalai, Assistant Professor
Indian School of Business
| 基本信息 | |
| 级别 | Intermediate |
| 承诺学习时间 | The estimated workload for this course is 4 to 5 hours per week |
| 语言 | English |
| 如何通过 | 通过所有计分作业以完成课程。 |
| 用户评分 |
授课大纲
第 1 周
Week 1 - Learner's Introduction
In this module, you will introduce yourself to the other learners. You can exchange ideas and learn from one another.
1 项目
- Discussion Prompt: Introduction
第 2 周
Week 2 - Strategy
In this module you will go through the paper based on
'Pairs Trading' strategy and understand the details of the strategy completely. You will also identify the sector and related sector on which you want to base your strategy.
4 视频, 2 阅读材料
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 1
- Peer Review: Part a - Pairs Trading Strategy
- 视频: How to read an academic paper - a
- 视频: How to read an academic paper - b
- 视频: How to read an academic paper - c
- 视频: How to read an academic paper - Abstract
- Reading: How to read and get the most out of a journal article
第 3 周
Week 3 - Data Collection
In this module you will gather the data required to design the strategy. You will pick a pair in the chosen sector and one more pair in the related sector to implement the strategy.
1 阅读材料
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 2
- Peer Review: Part b - Data Collection
第 4 周
Week 4 - Strategy Rules
In this module you will formulate the rules required to trade the strategy and execute the strategy.
3 视频, 1 阅读材料
- Reading: Pairs Trading: Performance of a relative value arbitrage rule - 3
- Peer Review: Part c - Trading rules
- 视频: Piotroski F-Score : Implementation - a
- 视频: Piotroski F-Score : Implementation - b
- 视频: Piotroski F-Score : Wrap up
第 5 周
Week 5 - Strategy Evaluation
In this module, you will evaluate the strategy that you had designed. For this purpose you will make use of various performance measures discussed in the course.
3 视频
- Peer Review: Part d - Performance Evaluation
- 视频: Measuring portfolio or fund returns
- 视频: Benchmarks for portfolio performance evaluation
- 视频: Alternate performance measures
第 6 周
Week 6 - Grading Rubric
In this final module, you will use the grading rubric to evaluate the projects submitted by the other learners.
已评分: Pairs trading Culminating project
常见问题解答
运作方式
Coursework
Each course is like an interactive textbook, featuring pre-recorded videos, quizzes and projects.
Help from Your Peers
Connect with thousands of other learners and debate ideas, discuss course material, and get help mastering concepts.
Certificates
Earn official recognition for your work, and share your success with friends, colleagues, and employers.
制作方
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.
价格
| 购买课程 | |
|---|---|
| 访问课程材料 | 可用 |
| 访问评分的材料 | 可用 |
| 收到最终成绩 | 可用 |
| 获得可共享的课程证书 | 可用 |
评分和审阅
A must for finance guys.