To get the most out of this book

All you need for this book is a basic understanding of Python and machine learning techniques.

Download the example code files

You can download the example code files for this book from your account at www.packt.com. If you purchased this book elsewhere, you can visit www.packt.com/support and register to have the files emailed directly to you.

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1. Log in or register at www.packt.com.
2. Select the SUPPORT tab.
3. Click on Code Downloads & Errata.
4. Enter the name of the book in the Search box and follow the onscreen instructions.

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The code bundle for the book is also hosted on GitHub at https://github.com/PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading. In case there's an update to the code, it will be updated on the existing GitHub repository.

We also have other code bundles from our rich catalog of books and videos available at https://github.com/PacktPublishing/. Check them out!

Download the color images

We also provide a PDF file that has color images of the screenshots/diagrams used in this book. You can download it here: https://www.packtpub.com/sites/default/files/downloads/9781789346411_ColorImages.pdf.

Conventions used

There are a number of text conventions used throughout this book.

CodeInText: Indicates code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles. Here is an example: "The algorithm continues to execute after calling the run_algorithm() function and returns the same backtest performance DataFrame."

A block of code is set as follows:

interesting_times = extract_interesting_date_ranges(returns=returns)
interesting_times['Fall2015'].to_frame('pf') \
    .join(benchmark_rets) \
    .add(1).cumprod().sub(1) \
    .plot(lw=2, figsize=(14, 6), title='Post-Brexit Turmoil')

Bold: Indicates a new term, an important word, or words that you see onscreen.

Warnings or important notes appear like this.

Tips and tricks appear like this.