stefan-jansen/machine-learning-for-trading

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ML for Trading - 2nd Edition This book aims to show how ML can add value to algorithmic trading strategies in a practical yet comprehensive way. It covers a broad range of ML techniques from linear regression to deep reinforcement learning and demonstrates how to build, backtest, and evaluate a trading strategy driven by model predictions. In four parts with 23 chapters plus an appendix, it covers on over 800 pages: important aspects of data sourcing, financial feature engineering, and portfolio...