{"product_id":"machine-learning-for-algorithmic-trading","title":"Machine Learning for Algorithmic Trading","description":"\u003cp\u003e\u003cstrong\u003eLeverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format.\u003c\/strong\u003e\u003c\/p\u003e\u003ch4\u003eKey Features\u003c\/h4\u003e\u003cul\u003e\n\u003cli\u003eDesign, train, and evaluate machine learning algorithms that underpin automated trading strategies\u003c\/li\u003e\n\u003cli\u003eCreate a research and strategy development process to apply predictive modeling to trading decisions\u003c\/li\u003e\n\u003cli\u003eLeverage NLP and deep learning to extract tradeable signals from market and alternative data\u003c\/li\u003e\n\u003c\/ul\u003e\u003ch4\u003eBook Description\u003c\/h4\u003e\u003cp\u003eThe explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models.\u003c\/p\u003e\u003cp\u003eThis book 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 by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research.\u003c\/p\u003e\u003cp\u003eThis edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples.\u003c\/p\u003e\u003cp\u003eBy the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intra\u003c\/p\u003e","brand":"Packt Publishing","offers":[{"title":"Default Title","offer_id":67655445610863,"sku":"9781839217715","price":471.27,"currency_code":"BRL","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0921\/9384\/9711\/files\/1839217715.jpg?v=1791001158","url":"https:\/\/internacional.umlivro.com.br\/products\/machine-learning-for-algorithmic-trading","provider":"UmLivro Internacional","version":"1.0","type":"link"}