Hands-On Machine Learning for Algorithmic Trading

Part 2 – ML fundamentals

The second part covers the fundamental supervised and unsupervised learning algorithms and illustrates their application to trading strategies. It also introduces the Quantopian platform where you can leverage and combine the data and ML techniques developed in this book to implement algorithmic strategies that execute trades in live markets.

Chapter 6, The Machine Learning Process, sets the stage by outlining how to formulate, train, tune and evaluate the predictive performance of ML models as a systematic workflow.

Chapter 7, Linear Models, it shows how to use linear and logistic regression for inference and prediction and how to use regularization to manage the risk of overfitting. It presents the Quantopian trading ...