November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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.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.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.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.
143
第 5 章
通过机器学习预测市场动向
天网开始以几何速度学习。它在东部时间 8 月 29 日凌晨 2:14 变得有自我意识。
——终结者（终结者 2）
近年来，机器学习、深度学习和人工智能领域取得了巨大进步。整个金融行业，尤
其是全球的算法交易商，也都试图从这些技术进步中受益。
本章介绍了统计（如线性回归）和机器学习（如逻辑回归）的技术，这些技术可以根
据过去的收益预测未来的价格走势。它还演示了使用神经网络来预测股票市场的走势。
当然，本章不能替代对机器学习的全面介绍，但可以从实践者的角度展示如何将特
定技术具体应用于价格预测问题。有关更多详细信息，请参阅
Hilpisch
（
2020
）。
注
1
本章涵盖以下类型的交易策略：
基于线性回归的策略
这种策略使用线性回归来推断趋势或得出金融工具未来价格走势的方向。
基于机器学习的策略
在算法交易中，通常预测一个金融工具的移动方向就足够了，而不需要该移动
的绝对幅度。通过这种推理，预测问题基本上可以归结为决定是向上运动还是
注 1： Guido（吉多）和 Müller（穆勒）（2016）和 VanderPlas（范德普拉斯）（2016）的
书为使用 Python 的机器学习提供了实用的常规介绍。
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
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.