Trading Algorithms (Coursera)

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).

Who is this class for: 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.

Course 2 of 5 in the Trading Strategies in Emerging Markets Specialization.

Syllabus

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.

Graded: Quiz 1

WEEK 2

How to read an academic paper

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.

Graded: Quiz 2

WEEK 3

Module 3 – Trading Strategy 1 – F Score

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.

Graded: Quiz 3

WEEK 4

Module 4 – Trading Strategy 2 – PEAD

In this module you will learn a strategy based on Post earnings announcement drift and will be able to implement it.

Graded: Quiz 4