Advanced Trading Algorithms (Coursera)

Advanced Trading Algorithms (Coursera)

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.

Class Deals by MOOC List - Click here and see Coursera's Active Discounts, Deals, and Promo Codes.

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.

Course 3 of 5 in the Trading Strategies in Emerging Markets Specialization.

Syllabus

WEEK 1
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.

WEEK 2
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.

WEEK 3
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.

WEEK 4
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.

Go to Class
MOOC List is learner-supported. When you buy through links on our site, we may earn an affiliate commission.

Related Courses

Global Public Procurement (Coursera) Coursera
Korea Advanced Institute of Science and Technology - KAIST

Global Public Procurement (Coursera)

Students will learn the key principles of public procurement with public entities, including national international organizations. This course also illustrates practical examples and models on understanding the processes and procedurals of public procurement. Through the course, students will learn practical information such as registering as vendors and finding and bidding for opportunities.

Sep 28th 2026
5-12 Weeks
Las redes sociales en acción (Coursera) Coursera
Tecnológico de Monterrey

Las redes sociales en acción (Coursera)

Como un mercadólogo, tenemos claro que nuestra función principal en las empresas es identificar las necesidades del mercado y con base en ellas establecer estrategias de compra – venta que causen impacto y satisfagan las necesidades de los consumidores. Éste es un reto importante, pero además de ser creativos en la definición de estas estrategias, tenemos que tener en cuenta el desarrollo que a través de los últimos años ha tenido el Internet y atrás de él las redes sociales.

Oct 5th 2026
5-12 Weeks
Fundamentos del Management (Coursera) Coursera
Universidad de Palermo

Fundamentos del Management (Coursera)

Este curso tiene por objetivo introducir al alumno a las implicancias del gerenciamiento de empresas. Múltiples desafíos deben ser lidiados por la alta gerencia empresarial y es fundamental comprenderlos para poder desarrollar los objetivos empresariales. En este curso aprenderemos a crear estrategias, gestionarlas y tomar decisiones fundadas en la comprensión de nuestro entorno y de nosotros mismos como líderes.

Oct 5th 2026
3 Weeks
Practical Finance for Entrepreneurial Creatives (Coursera) Coursera
Rutgers University

Practical Finance for Entrepreneurial Creatives (Coursera)

Practical Finance for Entrepreneurial Creatives. Ever dream of running your own business? You’ll need a solid idea, of course. Plus, enthusiasm, energy, perseverance...and financial know-how. In this one-of-a-kind course designed for non-business majors with entrepreneurial aspirations, you will learn how the personal is truly the foundation for the professional—how the same principles that govern good personal financial management are directly applicable to and a critical success factor for whatever entrepreneurial venture you may have in mind.

Oct 5th 2026
5-12 Weeks
Principles of Sustainable Finance (Coursera) Coursera
Erasmus University Rotterdam

Principles of Sustainable Finance (Coursera)

Finance is widely seen as an obstacle to a better world. Principles of Sustainable Finance explains how the financial sector can be mobilized to counter this. Using finance as a means to achieve social goals we can divert the planet and its economy from its current path to a world that is sustainable for all. Throughout this course, you will learn about the UN Sustainable Development Goals, how social and environmental factors should not be regarded as externalities, you will learn more about sustainable banking and asset management, about effective engagement, sustainable scenario analysis and long-term value creation.

Sep 28th 2026
5-12 Weeks
Finance of Mergers and Acquisitions: Designing an M&A Deal (Coursera) Coursera
University of Illinois at Urbana-Champaign

Finance of Mergers and Acquisitions: Designing an M&A Deal (Coursera)

This course focuses on the theory and practice of mergers and acquisitions (M&A), with a focus on the Finance. The Finance of M&A uses tools from different areas of Finance to help managers and investment bankers design successful M&A deals. In particular, we will learn to value and price M&A deals and how to choose the optimal financing mix for an M&A deal. The course focuses on all the major types of M&A deals including strategic M&A, private equity leveraged buyouts (LBOs), and restructuring deals such spinoffs and asset transfers.

Oct 5th 2026
4 Weeks
Finance for Non-Finance Professionals (Coursera) Coursera
Rice University

Finance for Non-Finance Professionals (Coursera)

This short course surveys all the major topics covered in a full semester MBA level finance course, but with a more intuitive approach on a very high conceptual level. The goal here is give you a roadmap and framework for how financial professional make decisions. We will cover the basics of financial valuation, the time value of money, compounding returns, and discounting the future. You will understand discounted cash flow (DCF) valuation and how it compares to other methods. We also step inside the mind of a corporate financial manager and develop the basic tools of capital budgeting. We will survey the how, when, and where to spend money, make tradeoffs about investment, growth, dividends, and how to ensure sound fiscal discipline.

Sep 28th 2026
5-12 Weeks
Game Theory (Coursera) Coursera
Stanford University,The University of British Columbia

Game Theory (Coursera)

Popularized by movies such as "A Beautiful Mind," game theory is the mathematical modeling of strategic interaction among rational (and irrational) agents. Beyond what we call `games' in common language, such as chess, poker, soccer, etc., it includes the modeling of conflict among nations, political campaigns, competition among firms, and trading behavior in markets such as the NYSE.

Sep 28th 2026
5-12 Weeks
Bridging the Gap between Strategy Design and Delivery (Coursera) Coursera
Brightline Initiative

Bridging the Gap between Strategy Design and Delivery (Coursera)

In today’s competitive business environment, organizations are facing unprecedented levels of change and disruption. Only 1 out of 10 executives based on a global survey admit that their organizations successfully deliver all of their strategic initiatives. This course will help you as a leader of your organization to bridge the costly and wasteful gap between strategy design and delivery.

Sep 28th 2026
5-12 Weeks
Finanzas personales (Coursera) Coursera
Universidad Nacional Autónoma de México

Finanzas personales (Coursera)

Este curso dotará a sus participantes con las herramientas que le permitirán llevar a cabo una planeación financiera personal y entender la necesidad de salvaguardar su patrimonio y recursos financieros, así como los requerimientos mínimos que se deben considerar para tomar buenas decisiones financieras.

Oct 5th 2026
3 Weeks