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.