Hands-On Machine Learning for Algorithmic Trading

More Information
Learn
  • Implement machine learning techniques to solve investment and trading problems
  • Leverage market, fundamental, and alternative data to research alpha factors
  • Design and fine-tune supervised, unsupervised, and reinforcement learning models
  • Optimize portfolio risk and performance using pandas, NumPy, and scikit-learn
  • Integrate machine learning models into a live trading strategy on Quantopian
  • Evaluate strategies using reliable backtesting methodologies for time series
  • Design and evaluate deep neural networks using Keras, PyTorch, and TensorFlow
  • Work with reinforcement learning for trading strategies in the OpenAI Gym
About

The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies.

This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You’ll practice the ML workflow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies.

Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym.

Features
  • Implement machine learning algorithms to build, train, and validate algorithmic models
  • Create your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions
  • Develop neural networks for algorithmic trading to perform time series forecasting and smart analytics
Page Count 684
Course Length 20 hours 31 minutes
ISBN 9781789346411
Date Of Publication 31 Dec 2018