DataTalks.Club

Machine Learning for Algorithmic Trading

by Stefan Jansen

The book of the week from 22 Feb 2021 to 26 Feb 2021

The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This thoroughly revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.

This edition 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 workflow using examples that range from linear models and tree-based ensembles to deep-learning techniques from the cutting edge of the research frontier.

To take part in the book of the week event:

  • Register in our Slack
  • Join the #book-of-the-week channel
  • Ask as many questions as you'd like
  • The book authors answer questions from Monday till Thursday
  • On Friday, the authors decide who wins free copies of their book

To see other books, check the the book of the week page.

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