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Indian School of Business

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).

Status: Market Dynamics
Status: Financial Statements
IntermediateCourse12 hours

Featured reviews

HS

5.0Reviewed May 14, 2021

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 :)

TS

4.0Reviewed May 1, 2020

I liked it. Professor is really into teaching. However I think that videos are too long and some could be shortened. Video 4 from Week 4 is extremely important in my opinion!

PA

4.0Reviewed Apr 15, 2020

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.

DD

5.0Reviewed Apr 5, 2018

If only we had good teachers like this.best time spent so far as per understanding,knowledge and explanation.Best possible way of making it to the point.

A

5.0Reviewed Jun 30, 2018

Beautiful teaching.The videos are longer than in other courses but the teaching is so on point that you learn without realizing.

KD

5.0Reviewed Sep 14, 2020

Very well explained and easy to understand course. Must one for those who are planning to start trading but don't have background

CB

5.0Reviewed Dec 4, 2020

Mr. Prasanna Tantri has a cheerful way about his teaching which makes learning from him so fun. He should bring more course to this platform.

NJ

4.0Reviewed Oct 22, 2020

Practical case sould have to taken based on past histroy for qorking knowledge on F Score. Further, Template could have been prepa

SJ

5.0Reviewed Jul 17, 2020

Tantri Sir, your sessions are superb and easy to understand. Thank you for imparting so much knowledge with ease. Grateful.

SV

4.0Reviewed Jul 21, 2020

Informative course, the assignment of grades for the respective quizzes seem out of proportion. Apart from that great course.

KK

5.0Reviewed May 29, 2020

I loved how lively the class appeared because of the teaching style of professor Prasanna. it was quite an insightful module

HJ

5.0Reviewed Feb 4, 2021

The course was very interesting and the faculty taught everything in a clear and crisp manner. I would suggest this course to everyone who are willing to pursue this field.