ML for Trading - 2nd Edition This book aims to show how ML can add value to algorithmic trading strategies in a practical yet comprehensive way. It covers a broad range of ML techniques from linear regression to deep reinforcement learning and demonstrates how to build, backtest, and evaluate a trading strategy driven by model predictions.

Updated 2023-09-15 11:16:05 +08:00

PyPortfolioOpt is a library that implements portfolio optimization methods, including classical mean-variance optimization techniques and Black-Litterman allocation

Updated 2023-09-15 11:15:00 +08:00