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Hands-On Machine Learning for Algorithmic Trading 最新版
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Hands-On Machine Learning
for Algorithmic Trading
Design and implement investment strategies based on smart
algorithms that learn from data using Python
Stefan Jansen
BIRMINGHAM - MUMBAI

Hands-On Machine Learning for Algorithmic
Trading
Copyright © 2018 Packt Publishing
All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form
or by any means, without the prior written permission of the publisher, except in the case of brief quotations
embedded in critical articles or reviews.
Every effort has been made in the preparation of this book to ensure the accuracy of the information presented.
However, the information contained in this book is sold without warranty, either express or implied. Neither the
author, nor Packt Publishing or its dealers and distributors, will be held liable for any damages caused or alleged to
have been caused directly or indirectly by this book.
Packt Publishing has endeavored to provide trademark information about all of the companies and products
mentioned in this book by the appropriate use of capitals. However, Packt Publishing cannot guarantee the accuracy
of this information.
Commissioning Editor: Sunith Shetty
Acquisition Editor: Joshua Nadar
Content Development Editor: Snehal Kolte
Technical Editor: Sayli Nikalje
Copy Editor: Safis Editing
Project Coordinator: Manthan Patel
Proofreader: Safis Editing
Indexer: Rekha Nair
Graphics: Jisha Chirayil
Production Coordinator: Arvindkumar Gupta
First published: December 2018
Production reference: 1311218
Published by Packt Publishing Ltd.
Livery Place
35 Livery Street
Birmingham
B3 2PB, UK.
ISBN 978-1-78934-641-1
www.packtpub.com

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Contributors
About the author
Stefan Jansen, CFA is Founder and Lead Data Scientist at Applied AI where he advises
Fortune 500 companies and startups across industries on translating business goals into a
data and AI strategy, builds data science teams and develops ML solutions. Before his
current venture, he was Managing Partner and Lead Data Scientist at an international
investment firm where he built the predictive analytics and investment research practice.
He was also an executive at a global fintech startup operating in 15 markets, worked for the
World Bank, advised Central Banks in emerging markets, and has worked in 6 languages
on four continents. Stefan holds Master's from Harvard and Berlin University and teaches
data science at General Assembly and Datacamp.
I thank Packt for this opportunity and the team who made the result possible, esp Snehal
Kolte for facilitating the editing process. Many supporters deserve mention but Prof
Zeckhauser at Harvard stands out for inspiring interest in the creative use of quantitative
methods to solve problems. I am indebted to my parents for encouraging curiosity and
supporting me throughout. Above all, however, I am grateful for Mariana who makes it all
worthwhile.
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