December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
Start your free trial
Prepare the data
We need to select a universe of equities and a time horizon, build and transform alpha factors that we will use as features, calculate forward returns that we aim to predict, and potentially clean our data.