Machine Learning for Algorithmic Trading Book

My review

Reading Time: 2 minutes

My passion is shoes… if you hadn’t already understood that 😉

I love surfing fashion sites looking for a new pair for my collection. I often inform myself online about the latest fashion news, analyze trends and make forecasts for the new season … this is because of the Data Scientist in me.
The last step is the click on the buy button.
All right, sometimes I like to take my mind off the numbers, digressing between heels, but when it comes to work I do not like to waste time.

I’m a quant and if I need specific information, I want to go straight to the target.
So it was with Stefan Jansen’s book, “Machine Learning for Algorithmic Trading”.
I could not give it a single definition:
A guide for trading ? Maybe
A manual for making ML models? Yes
A practical text rich in code to operate? Also
A biography of Donald Trump? No
An idea for finding new data sources and ideas for trading strategies? Yes
A text for the creation of profitable ts? Probably
A text for the creation of ts assessment systems? Yes

In short, Stefan has managed to tell you everything you need to know to create winning trading strategies using different Machine Learning methods, from basic to advanced ones, and taking advantage of the revolutionary possibility of alternative data.
This is not the classic trading book to put on your bedside table to read in the evening! Or is it?
Most likely it could broke the bedside table because of its size… more than 800 pages (long live ebooks).
Surely it is a book to keep at hand over your desk like I did.

What can I say more … I wanted to contact Stefan and congratulate him personally.
To learn more, I suggest you take a look at his site:
https://ml4trading.io/
or read the book directly