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Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python /: predictive models to extract signals from market and alternative data for systematic trading strategies with Python. (2020)
Record Type:
Book
Title:
Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python /: predictive models to extract signals from market and alternative data for systematic trading strategies with Python. (2020)
Main Title:
Machine learning for algorithmic trading : predictive models to extract signals from market and alternative data for systematic trading strategies with Python
Table of ContentsMachine Learning for Trading – From Idea to ExecutionMarket and Fundamental Data – Sources and TechniquesAlternative Data for Finance – Categories and Use CasesFinancial Feature Engineering – How to Research Alpha FactorsPortfolio Optimization and Performance EvaluationThe Machine Learning ProcessLinear Models – From Risk Factors to Return ForecastsThe ML4T Workflow – From Model to Strategy BacktestingTime-Series Models for Volatility Forecasts and Statistical ArbitrageBayesian ML – Dynamic Sharpe Ratios and Pairs Trading(N.B. Please use the Look Inside option to see further chapters).
Note: Includes bibliographical references and index. Note: Description based on online resource; title from title page (Safari, viewed October 28, 2020).
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