What do you get with Print?

Instant access to your digital eBook copy whilst your Print order is Shipped

Paperback book shipped to your preferred address

Download this book in EPUB and PDF formats

Access this title in our online reader with advanced features

DRM FREE - Read whenever, wherever and however you want

Key benefits

Implement machine learning algorithms to build, train, and validate algorithmic models

Create your own algorithmic design process to apply probabilistic machine learning approaches to trading decisions

Develop neural networks for algorithmic trading to perform time series forecasting and smart analytics

Description

The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This book enables you to use a broad range of supervised and unsupervised algorithms to extract signals from a wide variety of data sources and create powerful investment strategies. This book shows how to access market, fundamental, and alternative data via API or web scraping and offers a framework to evaluate alternative data. You’ll practice the ML work?ow from model design, loss metric definition, and parameter tuning to performance evaluation in a time series context. You will understand ML algorithms such as Bayesian and ensemble methods and manifold learning, and will know how to train and tune these models using pandas, statsmodels, sklearn, PyMC3, xgboost, lightgbm, and catboost. This book also teaches you how to extract features from text data using spaCy, classify news and assign sentiment scores, and to use gensim to model topics and learn word embeddings from financial reports. You will also build and evaluate neural networks, including RNNs and CNNs, using Keras and PyTorch to exploit unstructured data for sophisticated strategies. Finally, you will apply transfer learning to satellite images to predict economic activity and use reinforcement learning to build agents that learn to trade in the OpenAI Gym.

Who is this book for?

Hands-On Machine Learning for Algorithmic Trading is for data analysts, data scientists, and Python developers, as well as investment analysts and portfolio managers working within the finance and investment industry. If you want to perform efficient algorithmic trading by developing smart investigating strategies using machine learning algorithms, this is the book for you. Some understanding of Python and machine learning techniques is mandatory.

What you will learn

Implement machine learning techniques to solve investment and trading problems

Leverage market, fundamental, and alternative data to research alpha factors

Design and fine-tune supervised, unsupervised, and reinforcement learning models

Optimize portfolio risk and performance using pandas, NumPy, and scikit-learn

Integrate machine learning models into a live trading strategy on Quantopian

Evaluate strategies using reliable backtesting methodologies for time series

Design and evaluate deep neural networks using Keras, PyTorch, and TensorFlow

Work with reinforcement learning for trading strategies in the OpenAI Gym

What do you get with Print?

Instant access to your digital eBook copy whilst your Print order is Shipped

Paperback book shipped to your preferred address

Download this book in EPUB and PDF formats

Access this title in our online reader with advanced features

DRM FREE - Read whenever, wherever and however you want

Frequently bought together

Hands-On Machine Learning for Algorithmic Trading

€49.99

€36.99

€32.99

Total € 119.97

FAQs

What is the delivery time and cost of print book?

Shipping Details

USA:

Economy: Delivery to most addresses in the US within 10-15 business days

Premium: Trackable Delivery to most addresses in the US within 3-8 business days

UK:

Economy: Delivery to most addresses in the U.K. within 7-9 business days.
Shipments are not trackable

Premium: Trackable delivery to most addresses in the U.K. within 3-4 business days!
Add one extra business day for deliveries to Northern Ireland and Scottish Highlands and islands

EU:

Premium: Trackable delivery to most EU destinations within 4-9 business days.

Australia:

Economy: Can deliver to P. O. Boxes and private residences.
Trackable service with delivery to addresses in Australia only.
Delivery time ranges from 7-9 business days for VIC and 8-10 business days for Interstate metro
Delivery time is up to 15 business days for remote areas of WA, NT & QLD.

Premium: Delivery to addresses in Australia only
Trackable delivery to most P. O. Boxes and private residences in Australia within 4-5 days based on the distance to a destination following dispatch.

India:

Premium: Delivery to most Indian addresses within 5-6 business days

Rest of the World:

Premium: Countries in the American continent: Trackable delivery to most countries within 4-7 business days

Asia:

Premium: Delivery to most Asian addresses within 5-9 business days

Disclaimer:
All orders received before 5 PM U.K time would start printing from the next business day. So the estimated delivery times start from the next day as well. Orders received after 5 PM U.K time (in our internal systems) on a business day or anytime on the weekend will begin printing the second to next business day. For example, an order placed at 11 AM today will begin printing tomorrow, whereas an order placed at 9 PM tonight will begin printing the day after tomorrow.

Unfortunately, due to several restrictions, we are unable to ship to the following countries:

Afghanistan
American Samoa
Belarus
Brunei Darussalam
Central African Republic
The Democratic Republic of Congo
Eritrea
Guinea-bissau
Iran
Lebanon
Libiya Arab Jamahriya
Somalia
Sudan
Russian Federation
Syrian Arab Republic
Ukraine
Venezuela

What is custom duty/charge?

Customs duty are charges levied on goods when they cross international borders. It is a tax that is imposed on imported goods. These duties are charged by special authorities and bodies created by local governments and are meant to protect local industries, economies, and businesses.

Do I have to pay customs charges for the print book order?

The orders shipped to the countries that are listed under EU27 will not bear custom charges. They are paid by Packt as part of the order.

List of EU27 countries: www.gov.uk/eu-eea:

A custom duty or localized taxes may be applicable on the shipment and would be charged by the recipient country outside of the EU27 which should be paid by the customer and these duties are not included in the shipping charges been charged on the order.

How do I know my custom duty charges?

The amount of duty payable varies greatly depending on the imported goods, the country of origin and several other factors like the total invoice amount or dimensions like weight, and other such criteria applicable in your country.

For example:

If you live in Mexico, and the declared value of your ordered items is over $ 50, for you to receive a package, you will have to pay additional import tax of 19% which will be $ 9.50 to the courier service.
Whereas if you live in Turkey, and the declared value of your ordered items is over € 22, for you to receive a package, you will have to pay additional import tax of 18% which will be € 3.96 to the courier service.

How can I cancel my order?

Cancellation Policy for Published Printed Books:

You can cancel any order within 1 hour of placing the order. Simply contact customercare@packt.com with your order details or payment transaction id. If your order has already started the shipment process, we will do our best to stop it. However, if it is already on the way to you then when you receive it, you can contact us at customercare@packt.com using the returns and refund process.

Please understand that Packt Publishing cannot provide refunds or cancel any order except for the cases described in our Return Policy (i.e. Packt Publishing agrees to replace your printed book because it arrives damaged or material defect in book), Packt Publishing will not accept returns.

What is your returns and refunds policy?

Return Policy:

We want you to be happy with your purchase from Packtpub.com. We will not hassle you with returning print books to us. If the print book you receive from us is incorrect, damaged, doesn't work or is unacceptably late, please contact Customer Relations Team on customercare@packt.com with the order number and issue details as explained below:

If you ordered (eBook, Video or Print Book) incorrectly or accidentally, please contact Customer Relations Team on customercare@packt.com within one hour of placing the order and we will replace/refund you the item cost.
Sadly, if your eBook or Video file is faulty or a fault occurs during the eBook or Video being made available to you, i.e. during download then you should contact Customer Relations Team within 14 days of purchase on customercare@packt.com who will be able to resolve this issue for you.
You will have a choice of replacement or refund of the problem items.(damaged, defective or incorrect)
Once Customer Care Team confirms that you will be refunded, you should receive the refund within 10 to 12 working days.
If you are only requesting a refund of one book from a multiple order, then we will refund you the appropriate single item.
Where the items were shipped under a free shipping offer, there will be no shipping costs to refund.

On the off chance your printed book arrives damaged, with book material defect, contact our Customer Relation Team on customercare@packt.com within 14 days of receipt of the book with appropriate evidence of damage and we will work with you to secure a replacement copy, if necessary. Please note that each printed book you order from us is individually made by Packt's professional book-printing partner which is on a print-on-demand basis.

What tax is charged?

Currently, no tax is charged on the purchase of any print book (subject to change based on the laws and regulations). A localized VAT fee is charged only to our European and UK customers on eBooks, Video and subscriptions that they buy. GST is charged to Indian customers for eBooks and video purchases.

What payment methods can I use?

You can pay with the following card types:

Visa Debit
Visa Credit
MasterCard
PayPal

What is the delivery time and cost of print books?

Shipping Details

USA:

Economy: Delivery to most addresses in the US within 10-15 business days

Premium: Trackable Delivery to most addresses in the US within 3-8 business days

UK:

Economy: Delivery to most addresses in the U.K. within 7-9 business days.
Shipments are not trackable

Premium: Trackable delivery to most addresses in the U.K. within 3-4 business days!
Add one extra business day for deliveries to Northern Ireland and Scottish Highlands and islands

EU:

Premium: Trackable delivery to most EU destinations within 4-9 business days.

Australia:

India:

Premium: Delivery to most Indian addresses within 5-6 business days

Rest of the World:

Premium: Countries in the American continent: Trackable delivery to most countries within 4-7 business days

Asia:

Premium: Delivery to most Asian addresses within 5-9 business days

Unfortunately, due to several restrictions, we are unable to ship to the following countries:

Afghanistan
American Samoa
Belarus
Brunei Darussalam
Central African Republic
The Democratic Republic of Congo
Eritrea
Guinea-bissau
Iran
Lebanon
Libiya Arab Jamahriya
Somalia
Sudan
Russian Federation
Syrian Arab Republic
Ukraine
Venezuela

Filter reviews by

All

Amazon verified reviews

Dechauffour May 04, 2019

As I was a near complete beginner, the book really got me started on both topics. Great book, thanks!

Amazon Verified review

M. R. Schormann Apr 16, 2019

I bought a number of books on the subject and this one really approaches the subject in a clear, concise and logical way. For the content of the book and for the way it is presented, this book deserves a five-star rating. The book is excellent. The author is clearly extremely well versed in the field and covers the main topics well. Python code in the text is used to demonstrate how the topic at hand is codified - however, the bulk of the rest of the code is in the Github repository (where it can be kept up-to-date).On the flip side, 5 of the most important chapters of the book were not present in the printed version!!! These chapters covered subjects that are touted on the jacket and were my main reason for buying the book. On this issue, Packt deserves major scorn, as it appears to left the chapters out, in an effort to save on printing costs. Apparently, the chapters are available on the Github repository. In my case, I landed up communicating directly with the author (who has been more than helpful), and the missing chapters have been provided - and they are as good as the rest of the book. Apparently, a reprint of the book will include all the missing material, so later purchasers of the book should get the whole book, which, as mentioned before, is excellent.

Jihao Yu Jan 25, 2019

Great stuff!

Amazon Customer Jan 28, 2019

If you into quant and trading, this is good book to buy.

IntegralBill Aug 20, 2019

I was very excited when I first found this book. For a couple of years, I've been looking for a good book on algorithmic training using Python. Some popular books that I found, prior to this book's release, typically gave examples in MatLab, R, or were just too complex. Better yet, this book is very modern, including chapters on popular Deep Learning (DL), Generative Adversarial Networks (GANs), and Reinforcement Learning (RL)!This book reads well; but, you will need to put in some work. After buying this book, the next thing I recommend is downloading the author's code from GitHub! This will help you understand what is going on while giving you hands-on experience.Some comments mention that there are some missing chapters. If you e-mail the author, Stefan Jansen, he will send you these chapters! This author is very approachable and helpful if you have any questions, suggestions, etc.!Note: I purchased this book direct from the publisher's website, early in 2019 (Packt).

Hands-On Machine Learning for Algorithmic Trading: Design and implement investment strategies based on smart algorithms that learn from data using Python

What do you get with Print?