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stefan-jansen/machine-learning-for-trading

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

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stefan-jansen

stefan-jansen

stefan-jansen • individual

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May 9, 2018

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README Summary

This repository contains comprehensive code examples and implementations for the book 'Machine Learning for Algorithmic Trading, 2nd edition' by Stefan Jansen. It provides practical Python implementations of machine learning techniques specifically applied to financial markets and trading strategies. The repository serves as a hands-on companion to learn how to apply ML algorithms to develop, test, and optimize trading algorithms.

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Time Series ForecastingFeature Engineering for Financial DataSupervised Learning for Trading SignalsUnsupervised Learning for Market RegimesDeep Learning for Sequential DataReinforcement Learning for TradingBacktesting and Strategy EvaluationRisk Management ModelingAlternative Data ProcessingPortfolio Optimization

Tags

Time Series ForecastingFeature Engineering for Financial DataSupervised Learning for Trading SignalsUnsupervised Learning for Market RegimesDeep Learning for Sequential DataReinforcement Learning for TradingBacktesting and Strategy EvaluationRisk Management ModelingAlternative Data ProcessingPortfolio OptimizationPortfolio Risk AssessmentCloud APIStock Price PredictionSupervised Learning for Price PredictionTextTime SeriesAlgorithmic Trading Strategy DevelopmentInvestment ManagementAlternative Data IntegrationSelf-hostedStatistical ArbitrageFactor Investing ModelsTrading Signal GenerationQuantitative Finance AIAutomated Trading SystemsMarket Regime ClassificationBacktesting Trading AlgorithmsBacktesting Framework DevelopmentAlternative Data AnalyticsFinTechBankingQuantitative FinanceTabularTechnical Analysis AutomationMarket Sentiment AnalysisUnsupervised Learning for Market Regime DetectionOn-premiseHigh-Frequency Trading StrategiesJupyter Notebook

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research
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medium
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Categories

RAG & RetrievalPrimaryModel TrainingNLP & TextOther AI / MLData Science & AnalyticsFinance & LegalDev Tools & AutomationIndustry: FinTechEvals & Benchmarking

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Product DiscoveryData & Evaluation

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Jupyter Notebook100.0%

Timeline

Project created
May 9, 2018
Forked
Mar 16, 2026
Your last push
1 years ago
Upstream last push
1 years ago
Tracked since
Aug 18, 2024

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