Price: $70.39
Harness the power of machine learning to devise and test automated trading strategies for real-world markets using an array of tools, including pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. With the purchase of the print or Kindle edition, you will receive a complimentary eBook in PDF format.
Key Features:
– Design, train, and evaluate machine learning algorithms essential for automated trading strategies.
– Establish a research and strategy development process to apply predictive modeling to trading decisions.
– Utilize NLP and deep learning to extract actionable signals from market and alternative data.
Book Description:
The digital data revolution has increased the demand for expertise in trading strategies fuelled by machine learning (ML). This updated and expanded second edition empowers you to create and evaluate intricate supervised, unsupervised, and reinforcement learning models. This book provides a comprehensive guide to machine learning for the trading workflow, from the inception of an idea and feature engineering to model optimization, strategy design, and backtesting. It does so by including examples that span from linear models to tree-based ensembles and leading-edge deep-learning techniques.
This edition provides insights on how to work with various data types, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images. Learn how to generate tradeable signals and engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. You will also discover how to assess the signal content of new features using Alphalens and SHAP values. This book includes a new appendix with over one hundred examples of alpha factors. By the end of this guide, you will have mastered translating ML model predictions into daily or intraday trading strategies and evaluating their performance.
What you will learn:
– Utilize market, fundamental, and alternative text