Learn · Advanced Algorithmic Trading and Portfolio Management
Lecture 18 of 28Week 5
Lesson 18: Moving average indicators
Prof. Abhinava Tripathi · IIT Kanpur
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- Advanced Algorithmic Trading and Portfolio Management, IIT Kanpur (at NPTEL)
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only.
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
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- Tweens profiles and older. How courses are placed
All the lectures
- Lesson 1: Fundamentals of R
- Lesson 2: Data Cleaning
- Lesson 3 : Data Visualization
- Lesson 4: Introduction to Risk and Return
- Lesson 5: Portfolio Theory and Asset Pricing Models
- Lesson 6: Portfolio Optimization and Mean Variance Framework
- Lesson 7: Advanced Portfolio Optimization: Part 1
- Lesson 8: Advanced Portfolio Optimization: Part 2
- Lesson 9: Capital Asset Pricing Model (CAPM)
- Lesson 10: Single and Multi-Index Models
- Lesson 11: Introduction to Arbitrage Pricing Theory (APT)
- Lesson 12: Portfolio Management Strategies
- Lesson 13: Portfolio Performance Evaluation- One Parameter Measures
- Lesson 14: Portfolio Performance Evaluation: Timing and Selection
- Lesson 15: Introduction to tail-risk measures: VaR and CVaR
- Lesson 16: Initiating with Portfolio Object in R
- Lesson 17: Trend-determining techniques
- Lesson 18: Moving average indicators
- Lesson 19: Momentum indicators
- Lesson 20: R Application for Technical Analysis and Algorithmic Trading - Part 1
- Lesson 21: R Application for Technical Analysis and Algorithmic Trading - Part 2
- Lesson 22: Introduction to Panel Data Modelling
- Lesson 23: Panel data application and implementation with R
- Lesson 24: Techniques for Computing Efficient Frontier
- Lesson 25: Alternative forms of CAPM- Part 1
- Lesson 26: Alternative forms of CAPM- Part 2
- Lesson 27: Volatility modelling
- Lesson 28: Tail Risk Measurement: VaR and CVaR (or ES) models