TY  - BOOK
AU  - Jansen,Stefan
TI  - Machine learning for algorithmic trading: predictive models to extract signals from market and alternative data for systematic trading strategies with Python 
SN  - 9781839216787
AV  - HG104 
U1  - 006.31 23
PY  - 2020///
CY  - Birmingham, UK
PB  - Packt Publishing
KW  - Finance
KW  - Data processing
KW  - Statistical methods
KW  - Python (Computer program language)
KW  - Machine learning
KW  - Electronic books
N1  - 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)
ER  -