Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python / Stefan Jansen.

By:

Jansen, Stefan [author.]

Publisher: Birmingham, UK : Packt Publishing, 2020Edition: Second editionDescription: xxii, 790 pages : illustrations ; 24cmContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781839216787
1839216786

Subject(s):

Genre/Form:

Electronic books.

DDC classification:

006.31 23 JAN

LOC classification:

HG104

Contents:

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).

List(s) this item appears in: Newest Publication

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Item type	Current library	Shelving location	Call number	URL	Copy number	Status	Barcode	Course reserves
BOOK GPS	FRANCIS LIGHT LIBRARY			Link to resource		Not for loan
ACADEMIC	FRANCIS LIGHT LIBRARY	SHELVES 1	006.31 JAN (Browse shelf(Opens below))		1	Available	00000578	Bsc (Hons) Cyber Security
ACADEMIC	FRANCIS LIGHT LIBRARY	SHELVES 1	006.31 JAN (Browse shelf(Opens below))		2	Available	00000579	Bsc (Hons) Cyber Security

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Previous edition published: 2018.

Includes bibliographical references and index.

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