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).
Wrap up
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Skills You'll Learn
Financial Analysis, Financial Trading, Technical Analysis, Financial Market, Decision Making, Financial Statement Analysis, Market Dynamics, Analysis, Market Trend
Reviews
4.5 (1,089 ratings)
- 5 stars68.13%
- 4 stars23.23%
- 3 stars5.14%
- 2 stars1.46%
- 1 star2.02%
HJ
Feb 5, 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.
NG
Apr 27, 2021
This is one of the best courses for learning basics about algorithms. there should be another course on implementation of algorithms using programming languages also!
From the lesson
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.
Taught By
Prasanna Tantri
Associate Professor of Finance