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Machine Learning for Algorithmic Trading: Predictive models to extract signa...
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A book that has been read but is in good condition. Very minimal damage to the cover including scuff marks, but no holes or tears. The dust jacket for hard covers may not be included. Binding has minimal wear. The majority of pages are undamaged with minimal creasing or tearing, minimal pencil underlining of text, no highlighting of text, no writing in margins. No missing pages.
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Item specifics
- Condition
- Release Year
- 2020
- ISBN
- 9781839217715
About this product
Product Identifiers
Publisher
Packt Publishing, The Limited
ISBN-10
1839217715
ISBN-13
9781839217715
eBay Product ID (ePID)
15050396911
Product Key Features
Edition
2
Book Title
Machine Learning for Algorithmic Trading : Predictive Models to Extract Signals from Market and Alternative Data for Systematic Trading Strategies with Python, 2nd Edition
Number of Pages
822 Pages
Language
English
Publication Year
2020
Topic
Machine Theory, Finance / Financial Engineering, Finance / General, Forecasting
Genre
Computers, Business & Economics
Format
Trade Paperback
Dimensions
Item Length
3.6 in
Item Width
3 in
Additional Product Features
Intended Audience
Trade
Dewey Edition
23
Dewey Decimal
006.31
Table Of Content
Table of Contents Machine Learning for Trading - From Idea to Execution Market and Fundamental Data - Sources and Techniques Alternative Data for Finance - Categories and Use Cases Financial Feature Engineering - How to Research Alpha Factors Portfolio Optimization and Performance Evaluation The Machine Learning Process Linear Models - From Risk Factors to Return Forecasts The ML4T Workflow - From Model to Strategy Backtesting (N.B. Please use the Look Inside option to see further chapters)
Synopsis
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development process to apply predictive modeling to trading decisions Leverage NLP and deep learning to extract tradeable signals from market and alternative data Book Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learn Leverage market, fundamental, and alternative text and image data Research and evaluate alpha factors using statistics, Alphalens, and SHAP values Implement machine learning techniques to solve investment and trading problems Backtest and evaluate trading strategies based on machine learning using Zipline and Backtrader Optimize portfolio risk and performance analysis using pandas, NumPy, and pyfolio Create a pairs trading strategy based on cointegration for US equities and ETFs Train a gradient boosting model to predict intraday returns using AlgoSeek s high-quality trades and quotes data Who this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required. Table of Contents Machine Learning for Trading - From Idea to Execution Market and Fundamental Data - Sources and Techniques Alternative Data for Finance - Categories and Use Cases Financial Feature Engineering - How to Research Alpha Factors Portfolio Optimization and Performance Evaluation The Machine Learning Process Linear Models - From Risk Factors to Return Forecasts The ML4T Workflow - From Model to Strategy Backtesting (N.B. Please use the Look Inside option to see further chapters), Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development process to apply predictive modeling to trading decisions Leverage NLP and deep learning to extract tradeable signals from market and alternative data Book Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learn Leverage market, fundamental, and alternative text and image data Research and evaluate alpha factors using statistics, Alphalens, and SHAP values Implement machine learning techniques to solve investment and trading problems Backtest and evaluate trading strategies based on machine learning using Zipline and Backtrader Optimize portfolio risk and performance analysis using pandas, NumPy, and pyfolio Create a pairs trading strategy based on cointegration for US equities and ETFs Train a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes data Who this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required., Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key Features Design, train, and evaluate machine learning algorithms that underpin automated trading strategies Create a research and strategy development process to apply predictive modeling to trading decisions Leverage NLP and deep learning to extract tradeable signals from market and alternative data Book Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learn Leverage market, fundamental, and alternative text and image data Research and evaluate alpha factors using statistics, Alphalens, and SHAP values Implement machine learning techniques to solve investment and trading problems Backtest and evaluate trading strategies based on machine learning using Zipline and Backtrader Optimize portfolio risk and performance analysis using pandas, NumPy, and pyfolio Create a pairs trading strategy based on cointegration for US equities and ETFs Train a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes data Who this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required., This thoroughly revised and expanded second edition demonstrates on over 800 pages how machine learning can add value to algorithmic trading in a practical yet comprehensive way. It has four parts that cover how to work with a diverse set of market, fundamental, and alternative data sources, design ML solutions for real-world trading ...
LC Classification Number
HG104
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- 9***6 (21)- Feedback left by buyer.Past yearVerified purchaseThe item that arrived as advertised. A function as intended. The condition was better than I expected. I got some good value for my money. And it has a good appearance. High-quality packaging used. I wasn’t happy about the shipping being delayed by a day, other than that, it was good.Seller was reliable.12 Feet Deep (DVD) Alexandra Park RARE OOP HTF (#335783497998)
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Seller feedback (2,894)
- 9***6 (21)- Feedback left by buyer.Past yearVerified purchaseThe item that arrived as advertised. A function as intended. The condition was better than I expected. I got some good value for my money. And it has a good appearance. High-quality packaging used. I wasn’t happy about the shipping being delayed by a day, other than that, it was good.Seller was reliable.12 Feet Deep (DVD) Alexandra Park RARE OOP HTF (#335783497998)
- 4***j (34)- Feedback left by buyer.Past 6 monthsVerified purchaseWhen I tell you this item was protected, it really was!! It wasn’t loose in a poly bag… it came in a box with multiple layers of protection. The shirt is in amazing condition and had no flaws, like it was never worn. I messaged the seller with an offer and got an amazing deal. I couldn’t thank them enough… thank you!
- r***u (391)- Feedback left by buyer.Past 6 monthsVerified purchaseGreat customer service!! Unfortunately the disc I received was not good quality - it skipped in several places. I contacted the company and explained. They asked me couple of questions then gave me a full refund. Prompt in answering my request and prompt in issuing a refund! Thank you.April Love (DVD) Arthur O'Connell Dolores Michaels Pat Boone Shirley Jones (#236110734414)