Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with by Jansen, Stefan
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with by Jansen, Stefan

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with

Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn,...
$185.17 SGD
$185.17 SGD
SKU: 9781839217715
Product Type: Books
Please hurry! Only 177 left in stock
Author: Stefan Jansen
Format: Paperback
Language: English
Subtotal: $185.17
10 customers are viewing this product
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with by Jansen, Stefan

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with

$185.17
Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with by Jansen, Stefan

Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with

$185.17
Author: Stefan Jansen
Format: Paperback
Language: English
Description

Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio.


Key Features:

  • Design, train, and evaluate machine learning algorithms that underpin automated trading strategies
  • Create a research and strategy development process to apply predictive modeling to trading decisions
  • Leverage NLP and deep learning to extract tradeable signals from market and alternative data


Book Description:

The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.


This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research.


This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples.


By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance.


What You Will Learn:

  • Leverage market, fundamental, and alternative text and image data
  • Research and evaluate alpha factors using statistics, Alphalens, and SHAP values
  • Implement machine learning techniques to solve investment and trading problems
  • Backtest and evaluate trading strategies based on machine learning using Zipline and Backtrader
  • Optimize portfolio risk and performance analysis using pandas, NumPy, and pyfolio
  • Create a pairs trading strategy based on cointegration for US equities and ETFs
  • Train a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes data


Who this book is for:

If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies.

Some understanding of Python and machine learning techniques is required.

Author: Stefan Jansen
Publisher: Packt Publishing
Published: 07/31/2020
Pages: 822
Binding Type: Paperback
Weight: 3.05lbs
Size: 9.25h x 7.50w x 1.63d
ISBN: 9781839217715

This title is not returnable

Shipping & Return

Returns Policy

You may return most new, unopened items within 30 days of delivery for a full refund. We'll also pay the return shipping costs if the return is a result of our error (you received an incorrect or defective item, etc.).

You should expect to receive your refund within four weeks of giving your package to the return shipper, however, in many cases you will receive a refund more quickly. This time period includes the transit time for us to receive your return from the shipper (5 to 10 business days), the time it takes us to process your return once we receive it (3 to 5 business days), and the time it takes your bank to process our refund request (5 to 10 business days).

If you need to return an item, simply login to your account, view the order using the "Complete Orders" link under the My Account menu and click the Return Item(s) button. We'll notify you via e-mail of your refund once we've received and processed the returned item.

Shipping

We can ship to virtually any address in the world. Note that there are restrictions on some products, and some products cannot be shipped to international destinations.

When you place an order, we will estimate shipping and delivery dates for you based on the availability of your items and the shipping options you choose. Depending on the shipping provider you choose, shipping date estimates may appear on the shipping quotes page.

Please also note that the shipping rates for many items we sell are weight-based. The weight of any such item can be found on its detail page. To reflect the policies of the shipping companies we use, all weights will be rounded up to the next full pound.

Review

Related Products

Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD
Example product title
$185.17 SGD
$185.17 SGD

Recently Viewed Products