Machine Learning for Algorithmic Trading: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python, 2nd Edition

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.