Jansen, Stefan

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition

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ISBN 13:
9781839217715
author:
Jansen, Stefan
format:
Paperback
publisher:
Packt Publishing Limited
language:
English
Publication Year:
2020
Pages:
822
Dimensions:
23.5 x 19.1 x 4.1 centimetres (1
Genre:
Business, Finance, Financial Engineering,
Condition:
New
Availability:
Item usually sent within 5 working days
£84.25

Description

Design and back-test automated trading strategies using machine learning with this comprehensive guide. Leveraging popular libraries such as pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio.

This book introduces end-to-end machine learning for the trading workflow, covering topics from idea generation to model optimization and strategy design. It also explores how to work with market, fundamental, and alternative data to generate tradeable signals.

With this revised edition, you'll learn how to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models, including examples of linear models, tree-based ensembles, and deep-learning techniques. A new appendix provides over 100 alpha factor examples for further reference.

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