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Advanced Algorithmic Trading and Portfolio Management
Online
8 Weeks
Free Quick Facts
| Medium Of Instructions | Mode Of Learning | Mode Of Delivery |
|---|---|---|
| English | Self Study | Video and Text Based |
Courses and Certificate Fees
| Fees Informations | Certificate Availability | Certificate Providing Authority |
|---|---|---|
| INR 1000 | yes | IIT Kanpur |
The fees for the course Advanced Algorithmic Trading and Portfolio Management is :
| Fees components | Amount |
| Exam fees | Rs. 1,000 |
The Syllabus
- Introduction to R Programming
- R Fundamentals
- Basic mathematical and logical operations with R
- Working with different data-types in R
- Wrangling with data frames
- Exploratory data analysis and data visualization with R.
- Introduction to Portfolio Construction
- Risk-return framework in financial markets
- Risk diversification with portfolios
- Portfolio optimization in mean-variance framework
- Concept of market risk and beta
- Portfolio Possibility curve
- Efficient frontier
- Minimum Variance portfolios
- Introduction to risk-free lending and borrowing
- Asset Pricing Models
- Capital Asset Pricing Model (CAPM)
- Capital Market Line
- Security Market Line
- Fallings of CAPM
- Single-Index and Multi-Index models
- Expected Risk and Return with Index models
- 3-Factor Fama-French Model
- Portfolio Management and Performance Evaluation
- Portfolio Management strategies
- Active vs Passive Portfolio Management
- Value vs Growth investing
- One-parameter performance measures Timing & Selection performance measures
- Application of asset pricing models in performance management
- Introduction to Algorithmic Trading
- Technical analysis and trend determination
- Dow Theory
- Moving averages
- Momentum indicators
- Classical price patterns.
- Advanced time-series regression algorithms
- ARMA/ARIMA models
- Mean reverting trading strategies with vector error correction models and cointegration
- Model risk management
- Back testing
- Model validation
- Stress testing with R
- Advanced time-series algorithms for financial risk-management
- Value-at-risk
- Expected Shortfall
- ARCH/GARCH models
- Omplementation with R
- Advanced topics
- Alternative versions of CAPM
- Delineating Efficient Frontier
- Performance Evaluation with Multi-index models
- Portfolio construction
- Optimization
- Back-testing
- Visualization with R