文件名称:Advanced Algorithmic Trading
文件大小:4.28MB
文件格式:ZIP
更新时间:2022-01-19 13:06:58
Python PyMC
By 作者: Mike Halls-Moore Pub Date: 2017 ISBN: n/a Pages: 517 Language: English Machine Learning Applied To Real World Quant Strategies Finally…implement advanced trading strategies using time series analysis, machine learning and Bayesian statistics with the open source R and Python programming languages, for direct, actionable results on your strategy profitability. I’m sure you’ve noticed the oversaturation of beginner Python tutorials and stats/machine learning references available on the internet. Few tutorials actually tell you how to apply them to your algorithmic trading strategies in an end-to-end fashion. There are hundreds of textbooks, research papers, blogs and forum posts on time series analysis, econometrics, machine learning and Bayesian statistics. Nearly all of them concentrate on the theory. What about practical implementation? How do you use that method for your strategy? How do you actually program up that formula in software? I’ve written Advanced Algorithmic Trading to solve these problems. It provides real world application of time series analysis, statistical machine learning and Bayesian statistics, to directly produce profitable trading strategies with freely available open source software. What Topics Are Included In The Book.
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