Machine Learning for Algorithmic Trading

What Hacker News says

1. UnknomadApr 2022
   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!

   thread
2. akg_67Jun 2021
   /r/algotrading

   - Trading Evolved, Andreas F. Clenow

   - Systematic Trading, Robert Carver

   - Developing & Backtesting Systematic Trading Strategies, Brian 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

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3. andyxorApr 2021
   finance book do help, 'ML for finance' books rarely do, the domain is too new and attracts many charlatans.

   You're better off just learning ML from its classics like Hastie & 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"

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4. wirthjasonAug 2021
   That was a good book. I looked at it recently and it’s now in the 3rd edition! 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-...

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