April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Predicting prices with a single-asset regression model
Pairs trading is a common statistical arbitrage trading strategy employed by traders using a pair of co-integrated and highly positively correlated assets, though negatively correlated pairs can also be considered.
In this section, we will use machine learning to train regression-based models using the historical prices of a pair of securities that might be used in pairs trading. Given the current price of one security for a particular day, we predict the other security's price on a daily basis. The following examples uses the historical daily prices of Goldman Sachs (GS) and J.P. Morgan (JPM) traded on the New York Stock Exchange (NYSE). We will be predicting prices of JPM's stock price ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.