Trading Algorithms
This course covers two of the seven trading strategies that work in emerging markets. The seven include strategies based on momentum, momentum crashes, price reversal, persistence of earnings, quality of earnings, underlying business growth, behavioral biases and textual analysis of business reports about the company.In the first part of the course, you will learn how to read an academic paper. What parts to pay attention to and what parts to skim through will be discussed here. For every strategy, first you will be introduced to the original research and then how to implement the strategy.
The first strategy, Piotroski F -score will be discussed in detail. You will be taught how to calculate the F - Score and how to use this score in a strategy. This is followed by the next strategy, Post earnings announcement drift (PEAD).
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Syllabus
Syllabus - What you will learn from this course
Week 1
Module 1 - Introduction to Trading Strategies and Benchmarks
After completing this module you will be able to understand what market efficiency means. You will be able to list different types of market efficiencies.
Week 2
How to read an academic paper
Week 3
Module 3 - Trading Strategy 1 - F Score
After completing this module you will be able to read and understand an academic paper. You will know what are the important parts of a paper and how to build a trading strategy based on them.
Week 4
Module 4 - Trading Strategy 2 - PEAD
After completing this module you will understand the Piotroski F Score Strategy and the economic intuition behind it. You also be able to implement the trading strategy.
FAQ
When will I have access to the lectures and assignments?
Access to lectures and assignments depends on your type of enrollment. If you take a course in audit mode, you will be able to see most course materials for free. To access graded assignments and to earn a Certificate, you will need to purchase the Certificate experience, during or after your audit. If you don't see the audit option:
What will I get if I subscribe to this Specialization?
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.
Is financial aid available?
Yes. In select learning programs, you can apply for financial aid or a scholarship if you can’t afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, you’ll find a link to apply on the description page.
Reviews
Practical case sould have to taken based on past histroy for qorking knowledge on F Score. Further, Template could have been prepa
The manner in which the professor taught the subject was just marvelous , hats off to the way of teaching .Made everything so simple . Brilliantly explained. Gained tons and tons of knowledge :)
The exam in week three had values as answers that did not correspond with the questions. Otherwise a good overview of Piotroski. We have like to have seen more on the PEADs paper.
The course was good and the strategy was explained very well. Though in the Quiz 3 some of the questions didn't match the answers how we were taught on the lectures.
