In the culminating project, you will develop new trading strategies, evaluate them using the tools learned in the course, integrate them with the existing portfolio and also develop a plan to start a hedge fund.
Overview
Syllabus
- Week 1 - Learner's Introduction
- In this module, you will introduce yourself to the other learners. You can exchange ideas and learn from one another.
- Week 2 - Strategy
- In this module you will go through the paper based on 'Pairs Trading' strategy and understand the details of the strategy completely. You will also identify the sector and related sector on which you want to base your strategy.
- Week 3 - Data Collection
- In this module you will gather the data required to design the strategy. You will pick a pair in the chosen sector and one more pair in the related sector to implement the strategy.
- Week 4 - Strategy Rules
- In this module you will formulate the rules required to trade the strategy and execute the strategy.
- Week 5 - Strategy Evaluation
- In this module, you will evaluate the strategy that you had designed. For this purpose you will make use of various performance measures discussed in the course.
- Week 6 - Grading Rubric
- In this final module, you will use the grading rubric to evaluate the projects submitted by the other learners.
Taught by
Ramabhadran Thirumalai
