Machine Learning for Algorithmic Trading
by Stefan Jansen · first published 2020
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4HN commenters
2021–2022first – last mentioned
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…Tibshirani , Tom Mitchell, or Bishop PRML. And learn finance from its own classics you can find in any "financial engineering" curriculum. There is one I liked though because of hands-on approach: "Machine Learning for Algorithmic Trading" https://www.amazon.com/Machine-Learning-Algorithmic-Trading-... just assume its listed "strategies" are a sort of primitive "hello world"
on “Introduction to Machine Learning for Finance” ↗…Peterson - Algorithmic Trading, Ernest P. Chan - Algorithmic Trading and DMA, Barry Johnson - Trading Systems, Emilio Tomasini & Urban Jaekle - Evidence-Based Technical Analysis, David R. Aronson - Machine Learning for Algorithmic Trading, Stefan Jansen
on “Show HN: I discovered a trading algorithm that returns ~24.85% annually” ↗I would recommend creating one from your own intuition. That's an awesome practice i think. You would be amazed on how simple they can be. Also some books i would recommend are: - Hands on Machine Learning for Algorithmic Trading, Stefan Jansen, Packt - Python for Finance Cookbook, Eryk Lewinson, Packt Cheers!
on “Show HN: Algorithmic trading for everyone” ↗…Congrats. Any other suggestions for good Packt books? I agree, Packt’s quality is much lower than other publishers. As a rule of thumb I stay away but occasionally there’s a gem. I’ve been looking at “Machine Learning for Algorithmic Trading”. It feels like a dump of wikipedia and a bunch of jupyter notebooks with sloppy code. I cannot decide if it’s worth the pain if slogging through that mess. https://www.amazon.com/Machine-Learning-Algorithmic-Trading-...
on “Intro to Deep Learning” ↗