Hands-On Machine Learning for Algorithmic Trading

What to expect

This book aims to equip you with the strategic perspective, conceptual understanding, and practical tools to add value from applying ML to the trading and investment process. To this end, it covers ML as an important element in a process rather than a standalone exercise.

First and foremost, it covers a broad range of supervised, unsupervised, and reinforcement learning algorithms useful for extracting signals from the diverse data sources relevant to different asset classes. It introduces a ML workflow and focuses on practical use cases with relevant data and numerous code examples. However, it also develops the mathematical and statistical background to facilitate the tuning of an algorithm or the interpretation of the results. ...