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You're reading from  Machine Learning for Algorithmic Trading - Second Edition

Product typeBook
Published inJul 2020
Reading LevelIntermediate
PublisherPackt
ISBN-139781839217715
Edition2nd Edition
Languages
Python
Tools
TensorFlow
Concepts
Machine Learning
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Author (1)
Stefan Jansen
Stefan Jansen
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Stefan Jansen

Stefan is the founder and CEO of Applied AI. He advises Fortune 500 companies, investment firms, and startups across industries on data & AI strategy, building data science teams, and developing end-to-end machine learning solutions for a broad range of business problems. Before his current venture, he was a partner and managing director at an international investment firm, where he built the predictive analytics and investment research practice. He was also a senior executive at a global fintech company with operations in 15 markets, advised Central Banks in emerging markets, and consulted for the World Bank. He holds Master's degrees in Computer Science from Georgia Tech and in Economics from Harvard and Free University Berlin, and a CFA Charter. He has worked in six languages across Europe, Asia, and the Americas and taught data science at Datacamp and General Assembly.
Read more about Stefan Jansen

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Zipline – scalable backtesting by Quantopian

The backtesting engine Zipline powers Quantopian's online research, backtesting, and live (paper) trading platform. As a hedge fund, Quantopian aims to identify robust algorithms that outperform, subject to its risk management criteria. To this end, they use competitions to select the best strategies and allocate capital to share profits with the winners.

Quantopian first released Zipline in 2012 as version 0.5, and the latest version, 1.3, dates from July 2018. Zipline works well with its sister libraries Alphalens, pyfolio, and empyrical that we introduced in Chapter 4, Financial Feature Engineering – How to Research Alpha Factors and Chapter 5, Portfolio Optimization and Performance Evaluation, and integrates well with NumPy, pandas, and numeric libraries, but may not always support the latest version.

Zipline is designed to operate at the scale of thousands of securities, and each can be associated with a...

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Machine Learning for Algorithmic Trading - Second Edition
Published in: Jul 2020Publisher: PacktISBN-13: 9781839217715
© 2020 Packt Publishing Limited All Rights Reserved

Author (1)

author image
Stefan Jansen

Stefan is the founder and CEO of Applied AI. He advises Fortune 500 companies, investment firms, and startups across industries on data & AI strategy, building data science teams, and developing end-to-end machine learning solutions for a broad range of business problems. Before his current venture, he was a partner and managing director at an international investment firm, where he built the predictive analytics and investment research practice. He was also a senior executive at a global fintech company with operations in 15 markets, advised Central Banks in emerging markets, and consulted for the World Bank. He holds Master's degrees in Computer Science from Georgia Tech and in Economics from Harvard and Free University Berlin, and a CFA Charter. He has worked in six languages across Europe, Asia, and the Americas and taught data science at Datacamp and General Assembly.
Read more about Stefan Jansen

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