Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python / Stefan Jansen.
Publisher: Birmingham, UK : Packt Publishing, 2020Edition: Second editionDescription: xxii, 790 pages : illustrations ; 24cmContent type:- text
- computer
- online resource
- 9781839216787
- 1839216786
- 006.31 23 JAN
- HG104
| Item type | Current library | Shelving location | Call number | URL | Copy number | Status | Date due | Barcode | Course reserves | |
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BOOK GPS
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FRANCIS LIGHT LIBRARY | Link to resource | Not for loan | |||||||
ACADEMIC
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FRANCIS LIGHT LIBRARY | SHELVES 1 | 006.31 JAN (Browse shelf(Opens below)) | 1 | Available | 00000578 | ||||
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ACADEMIC
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FRANCIS LIGHT LIBRARY | SHELVES 1 | 006.31 JAN (Browse shelf(Opens below)) | 2 | Available | 00000579 |
Previous edition published: 2018.
Includes bibliographical references and index.
Table of ContentsMachine Learning for Trading – From Idea to ExecutionMarket and Fundamental Data – Sources and TechniquesAlternative Data for Finance – Categories and Use CasesFinancial Feature Engineering – How to Research Alpha FactorsPortfolio Optimization and Performance EvaluationThe Machine Learning ProcessLinear Models – From Risk Factors to Return ForecastsThe ML4T Workflow – From Model to Strategy BacktestingTime-Series Models for Volatility Forecasts and Statistical ArbitrageBayesian ML – Dynamic Sharpe Ratios and Pairs Trading(N.B. Please use the Look Inside option to see further chapters).
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