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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Signal aggregators

Often, a lot of algorithmic trading systems combine a lot of different kinds of signals in order to gain a bigger edge than individual signals provide. The approach is to essentially combine different signals that have different predictive abilities/advantages under different market conditions. There are many different ways to combine individual signals. You can use classical statistical learning methods to generate linear and non-linear combinations to output classification or regression output values that represent a combination of individual signals. Machine learning is not the focus of this book, so we avoid diving too deep into this topic, but we will revisit it briefly in a later section.

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Publisher Resources

ISBN: 9781789348347Supplemental Content