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Автор: Franck Bardol
Издательство: BPB Publications
Год: 2025
Страниц: 398
Язык: английский
Формат: epub (true)
Размер: 49.3 MB
Machine Learning is not just an advantage; it is becoming standard practice among top-performing trading firms. As traditional strategies struggle to navigate noise, complexity, and speed, ML-powered systems extract alpha by identifying transient patterns beyond human reach. This shift is transforming how hedge funds, quant teams, and algorithmic platforms operate, and now, these same capabilities are available to advanced practitioners. This book is a practitioner’s blueprint for building production-grade ML trading systems from scratch. It goes far beyond basic return-sign classification tasks, which often fail in live markets, and delivers field-tested techniques used inside elite quant desks. It covers everything from the fundamentals of systematic trading and ML's role in detecting patterns to data preparation, backtesting, and model lifecycle management using Python libraries. You will learn to implement supervised learning for advanced feature engineering and sophisticated ML models. This book is for robo traders, algorithmic traders, hedge fund managers, portfolio managers, Python developers, engineers, and analysts who want to understand, master, and integrate Machine Learning into trading strategies. Readers should understand basic automated trading concepts and have some beginner experience writing Python code.