Machine Trading

Author: Ernest P. Chan
Publisher: John Wiley & Sons
ISBN: 9781119219606
Release Date: 2017-02-06
Genre: Business & Economics

Order Flow -- Cross-Exchange Arbitrage -- Summary -- Exercises -- Chapter 8: Algorithmic Trading Is Good for Body and Soul -- Your Mind and Your Health -- Trading as a Service -- Does This Stuff Really Work? -- Keeping Up with the Latest Trends -- Managing Other People's Money -- Conclusion -- Bibliography -- About the Author -- Index -- EULA

Advances in Financial Machine Learning

Author: Marcos Lopez de Prado
Publisher: John Wiley & Sons
ISBN: 9781119482086
Release Date: 2018-02-21
Genre: Business & Economics

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.