yanacuti1121 Code cho cuốn 'Machine Learning for Algorithmic Trading' 2nd edition — production-grade ML pipelines cho trading.
Topics covered
- Data — alternative data, feature engineering, NLP cho finance
- Models — linear, tree-based, deep learning, reinforcement learning
- Strategies — mean-reversion, momentum, pairs trading
- Backtesting — Zipline, vectorbt, performance evaluation
- NLP — sentiment analysis, earnings call analysis
Clone & run
git clone https://github.com/stefan-jansen/machine-learning-for-trading
cd machine-learning-for-trading
conda env create -f environment.yml
conda activate ml4t
jupyter lab
Source
https://github.com/stefan-jansen/machine-learning-for-trading · ⭐18.9K