Hands-On Machine Learning for Algorithmic Trading

The machine learning workflow

Developing a ML solution for an algorithmic trading strategy requires a systematic approach to maximize the chances of success while economizing on resources. It is also very important to make the process transparent and replicable in order to facilitate collaboration, maintenance, and later refinements.

The following chart outlines the key steps from problem definition to the deployment of a predictive solution:

The process is iterative throughout the sequence, and the effort required at different stages will vary according to the project, but this process should generally include the following steps:

1. Frame ...