Hands-On Machine Learning for Algorithmic Trading

Conventions used

There are a number of text conventions used throughout this book.

CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: "The algorithm continues to execute after calling the run_algorithm() function and returns the same backtest performance DataFrame."

A block of code is set as follows:

interesting_times = extract_interesting_date_ranges(returns=returns)interesting_times['Fall2015'].to_frame('pf') \    .join(benchmark_rets) \    .add(1).cumprod().sub(1) \    .plot(lw=2, figsize=(14, 6), title='Post-Brexit Turmoil')

Bold: Indicates a new term, an important word, or words that you see onscreen.

Warnings or ...