Hands On Machine Learning for Algorithmic Trading

Written By Stefan Jansen
Hands On Machine Learning for Algorithmic Trading
  • Publsiher : Packt Publishing Ltd
  • Release : 31 December 2018
  • ISBN : 1789342716
  • Pages : 684 pages
  • Rating : /5 from reviews
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Download or read book entitled Hands On Machine Learning for Algorithmic Trading by author: Stefan Jansen which was release on 31 December 2018 and published by Packt Publishing Ltd with total page 684 pages . This book available in PDF, EPUB and Kindle Format. Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key 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 Book Description 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. What you will 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 Who this book is for Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.

Hands On Machine Learning for Algorithmic Trading

Hands On Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release Date : 2018-12-31
  • Total pages : 684
  • ISBN : 1789342716
GET BOOK

Summary : Explore effective trading strategies in real-world markets using NumPy, spaCy, pandas, scikit-learn, and Keras Key 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 ...

Machine Learning for Algorithmic Trading Second Edition

Machine Learning for Algorithmic Trading   Second Edition
  • Author : Stefan Jansen
  • Publisher : Unknown
  • Release Date : 2020-07-31
  • Total pages : 820
  • ISBN : 1789342716
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Summary : Read online Machine Learning for Algorithmic Trading Second Edition written by Stefan Jansen, published by which was released on 2020-07-31. Download full Machine Learning for Algorithmic Trading Second Edition Books now! Available in PDF, ePub and Kindle....

Hands On Algorithmic Trading with Python

Hands On Algorithmic Trading with Python
  • Author : Deepak Kanungo
  • Publisher : Unknown
  • Release Date : 2019
  • Total pages : 212
  • ISBN : 1789342716
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Summary : Artificial intelligence in general and specifically machine learning are becoming increasingly important tools for many industries and enterprises. But one business sector in particular has long since adopted and benefitted from these powerful computing paradigms: investment services. In fact, over the past decade, few other industries and sectors have experienced ...

Machine Learning for Algorithmic Trading

Machine Learning for Algorithmic Trading
  • Author : Stefan Jansen
  • Publisher : Packt Publishing Ltd
  • Release Date : 2020-07-31
  • Total pages : 820
  • ISBN : 1789342716
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Summary : 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 ...

Machine Learning for Algorithmic Trading Bots with Python

Machine Learning for Algorithmic Trading Bots with Python
  • Author : Mustafa Qamar-ud-Din
  • Publisher : Unknown
  • Release Date : 2019
  • Total pages : 212
  • ISBN : 1789342716
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Summary : "Have you ever wondered how the Stock Market, Forex, Cryptocurrency and Online Trading works? Have you ever wanted to become a rich trader having your computers work and make money for you while you're away for a trip in the Maldives? Ever wanted to land a decent job in a ...

Expert C

Expert C
  • Author : Vardan Grigoryan,Shunguang Wu
  • Publisher : Packt Publishing Ltd
  • Release Date : 2020-04-10
  • Total pages : 606
  • ISBN : 1789342716
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Summary : Design and architect real-world scalable C++ applications by exploring advanced techniques in low-level programming, object-oriented programming (OOP), the Standard Template Library (STL), metaprogramming, and concurrency Key Features Design professional-grade, maintainable apps by learning advanced concepts such as functional programming, templates, and networking Apply design patterns and best practices to solve ...

Machine Trading

Machine Trading
  • Author : Ernest P. Chan
  • Publisher : John Wiley & Sons
  • Release Date : 2017-02-06
  • Total pages : 272
  • ISBN : 1789342716
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Summary : Dive into algo trading with step-by-step tutorials and expert insight Machine Trading is a practical guide to building your algorithmic trading business. Written by a recognized trader with major institution expertise, this book provides step-by-step instruction on quantitative trading and the latest technologies available even outside the Wall Street sphere. ...

Hands On Deep Learning for Finance

Hands On Deep Learning for Finance
  • Author : Luigi Troiano,Pravesh Kriplani,Elena Mejuto Villa
  • Publisher : Unknown
  • Release Date : 2020-02-28
  • Total pages : 442
  • ISBN : 1789342716
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Summary : Read online Hands On Deep Learning for Finance written by Luigi Troiano,Pravesh Kriplani,Elena Mejuto Villa, published by which was released on 2020-02-28. Download full Hands On Deep Learning for Finance Books now! Available in PDF, ePub and Kindle....

Hands On Deep Learning with Go

Hands On Deep Learning with Go
  • Author : Gareth Seneque,Darrell Chua
  • Publisher : Packt Publishing Ltd
  • Release Date : 2019-08-08
  • Total pages : 242
  • ISBN : 1789342716
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Summary : Apply modern deep learning techniques to build and train deep neural networks using Gorgonia Key Features Gain a practical understanding of deep learning using Golang Build complex neural network models using Go libraries and Gorgonia Take your deep learning model from design to deployment with this handy guide Book Description ...

Scala Machine Learning Projects

Scala Machine Learning Projects
  • Author : Md. Rezaul Karim
  • Publisher : Packt Publishing Ltd
  • Release Date : 2018-01-31
  • Total pages : 470
  • ISBN : 1789342716
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Summary : Powerful smart applications using deep learning algorithms to dominate numerical computing, deep learning, and functional programming. Key Features Explore machine learning techniques with prominent open source Scala libraries such as Spark ML, H2O, MXNet, Zeppelin, and DeepLearning4j Solve real-world machine learning problems by delving complex numerical computing with ...

Advances in Financial Machine Learning

Advances in Financial Machine Learning
  • Author : Marcos Lopez de Prado
  • Publisher : John Wiley & Sons
  • Release Date : 2018-02-21
  • Total pages : 400
  • ISBN : 1789342716
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Summary : Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will ...

Python

Python
  • Author : Sebastian Raschka,David Julian,John Hearty
  • Publisher : Unknown
  • Release Date : 2017-06-29
  • Total pages : 916
  • ISBN : 1789342716
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Summary : Read online Python written by Sebastian Raschka,David Julian,John Hearty, published by which was released on 2017-06-29. Download full Python Books now! Available in PDF, ePub and Kindle....

Deep Learning with Python

Deep Learning with Python
  • Author : Nikhil Ketkar
  • Publisher : Apress
  • Release Date : 2017-04-18
  • Total pages : 226
  • ISBN : 1789342716
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Summary : Discover the practical aspects of implementing deep-learning solutions using the rich Python ecosystem. This book bridges the gap between the academic state-of-the-art and the industry state-of-the-practice by introducing you to deep learning frameworks such as Keras, Theano, and Caffe. The practicalities of these frameworks is often acquired by practitioners by ...

Hands On Markov Models with Python

Hands On Markov Models with Python
  • Author : Ankur Ankan,Abinash Panda
  • Publisher : Packt Publishing Ltd
  • Release Date : 2018-09-27
  • Total pages : 178
  • ISBN : 1789342716
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Summary : Unleash the power of unsupervised machine learning in Hidden Markov Models using TensorFlow, pgmpy, and hmmlearn Key Features Build a variety of Hidden Markov Models (HMM) Create and apply models to any sequence of data to analyze, predict, and extract valuable insights Use natural language processing (NLP) techniques and 2D-HMM ...

Machine Learning and Big Data with KDB Q

Machine Learning and Big Data with KDB  Q
  • Author : Jan Novotny,Paul A. Bilokon,Aris Galiotos,Frederic Deleze
  • Publisher : John Wiley & Sons
  • Release Date : 2019-11-11
  • Total pages : 640
  • ISBN : 1789342716
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Summary : Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language. Ideally designed to handle the speed and volume of high-frequency financial data ...