Jansen, Stefan,

Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python / Stefan Jansen. - Second edition. - xxii, 790 pages : illustrations ; 24cm

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).

9781839216787 1839216786

9781839216787 Packt Publishing

GBC0H8205 bnb


Finance--Data processing.
Finance--Statistical methods.
Python (Computer program language)
Machine learning.


Electronic books.

HG104

006.31 / JAN