stefan-jansen-ml-for-trading

name	stefan-jansen--ml-for-trading
description	Machine Learning for Algorithmic Trading — complete codebase cho cuốn sách ML trading 2nd edition. 18.9K stars.
allowed-tools	Bash, Read, Write
user-invocable	true

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