Advanced Algorithmic Trading and Portfolio Management

Indian Institute of Technology Kanpur and NPTEL via Swayam

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Overview

ABOUT THE COURSE: Over the next few decades, machine-learning (ML) and AI will play a crucial role in different aspects of financial ecosystem from manging assets, assessing risks and providing investment advice. ML and AI would also enable designing advanced trading strategies that would be of interests to future analysts, traders, brokers, consultants and other industry professionals. This program has been carefully designed to cater to not only the finance industry professionals but also those from other industries that borrow...

Syllabus

Week 1: Fundamentals of R Programming and Introduction to Machine Learning ModelsWeek 2:Introduction to Algorithmic Trading with RWeek 3:Security Analysis and Portfolio Optimization with R Week 4:Technical Analysis and High-Frequency Trading Week 5:Algorithmic portfolio management and portfolio performance evaluationWeek 6:AI and machine learning in Trading execution and portfolio managementWeek 7:Application of Non-linear machine learning models in quantitative investing and portfolio management Week 8:Robo advisory, social and quantitative investing