Start Your Career in Machine Learning for Trading. Learn the machine learning techniques used in quantitative trading.
Specialization : Machine Learning for Trading Specialization
- Wk 1 : Introduction to Trading with Machine Learning on Google Cloud
- Wk 2 : Supervised Learning with BigQuery ML
- Wk 3 : Time Series and ARIMA Modeling
- Wk 4 : Introduction to Neural Networks and Deep Learning
-
Wk 1 : Introduction to Quantitative Trading and
TensorFlow
-
Wk 1.1 : Introduction to
TensorFlow
, Trading, ML- Wk 1.1.1 : 動画: Introduction to Course
- Wk 1.1.2 : 学習用教材: Welcome to Using Machine Learning in Trading and Finance
-
Wk 1.2 : Understand Quantitative Trading Strategies
- Wk 1.2.1 : 動画: Basic Trading Strategy Entries and Exits Endogenous Exogenous
- Wk 1.2.2 : 動画: Basic Trading Strategy Building a Trading Model
- Wk 1.2.3 : 動画: Advanced Concepts in Trading Strategies
- Wk 1.2.4 : テスト: Understand Quantitative Strategies
-
Wk 1.3 : Introduction to
TensorFlow
- Wk 1.3.1 : 動画: Overview
- Wk 1.3.2 : 動画: Introduction to
TensorFlow
- Wk 1.3.3 : 動画:
TensorFlow
API Hierarchy - Wk 1.3.4 : 動画: Components of
tensorflow
Tensors and Variables - Wk 1.3.5 : 動画: Getting Started with Google Cloud Platform and Qwiklabs
- Wk 1.3.6 : 動画: Lab Intro Writing low-level
TensorFlow
programs - Wk 1.3.7 : 評価済みの外部ツール: Lab: Writing low-level
TensorFlow
Programs - Wk 1.3.8 : 動画: Working in-memory and with files
- Wk 1.3.9 : 動画: Training on Large Datasets with
tf.data
API - Wk 1.3.10 : 動画: Getting the data ready for model training
- Wk 1.3.11 : 動画: Embeddings
- Wk 1.3.12 : 動画: Lab Intro Manipulating data with
TensorFlow
Dataset API - Wk 1.3.13 : 評価済みの外部ツール: Lab: Manipulating data with
TensorFlow
Dataset API
-
-
Wk 2 : Training neural networks with
Tensorflow 2
andKeras
- Wk 2.1 : Overview of Neural Networks and Introduction to
Keras
APIs- Wk 2.1.1 : 動画: Overview
- Wk 2.1.2 : 動画: Activation functions
- Wk 2.1.3 : [動画: Activation functions: Pitfalls to avoid in Backpropagation(https://www.youtube.com/watch?v=ztYFTRqI-Tw)
- Wk 2.1.4 : 動画: Neural Networks with
Keras
Sequential API - Wk 2.1.5 : 動画: Serving models in the cloud
- Wk 2.1.6 : 評価済みの外部ツール: Lab Intro :
Keras
Sequential API - Wk 2.1.7 : 動画: Neural Networks with
Keras
Functional API - Wk 2.1.8 : 動画: Regularization: The Basics
- Wk 2.1.9 : 動画: Regularization: L1, L2, and Early Stopping
- Wk 2.1.10 : 動画: Regularization: Dropout
- Wk 2.1.11 : 評価済みの外部ツール: Lab Intro:
Keras
Functional API - Wk 2.1.12 : 動画: Recap
- Wk 2.1 : Overview of Neural Networks and Introduction to
-
Wk 3 : Build a Momentum-based Trading System
- Wk 3.1 : Identify momentum-based factors
- Wk 3.1.1 : 動画: Introduction to Momentum Trading
- Wk 3.1.2 : 動画: Introduction to Hurst
- Wk 3.1.3 : 学習用教材: Hurst Exponent and Trading Signals Derived from Market Time Series
- Wk 3.2 : Build a trading model that uses momentum factors
- Wk 3.2.1 : 動画: Building a Momentum Trading Model
- Wk 3.2.2 : 動画: Define the Problem
- Wk 3.2.3 : 動画: Collect the Data
- Wk 3.2.4 : 動画: Creating Features
- Wk 3.2.5 : 動画: Split the Data
- Wk 3.2.6 : 動画: Selecting a Machine Learning Algorithm
- Wk 3.2.7 : 動画: Backtest on Unseen Data
- Wk 3.2.8 : 動画: Understanding the Code: Simple ML Strategies to Generate Trading Signal
- Wk 3.2.9 : ディスカッションのプロンプト: Compare interpretability versus explanatory power of the momentum factor
- Wk 3.2.10 : 動画: Lab Intro: Momentum Trading
- Wk 3.2.11 : 評価済みの外部ツール: Lab: Momentum Strategies
- Wk 3.2.12 : 動画: Momentum Trading Lab Solution
- Wk 3.2.13 : 未評価の外部ツール: Optional Lab: Improve Momentum Trading strategies using Hurst
- Wk 3.1 : Identify momentum-based factors
-
Wk 4 : Build a Pair Trading Strategy Prediction Model
- Wk 4.1 : Picking Pairs
- Wk 4.1.1 : 動画: Introduction to Pair Trading
- Wk 4.1.2 : 動画: Picking Pairs
- Wk 4.1.3 : 動画: Picking Pairs with Clustering
- Wk 4.2 : Trading Strategy
- Wk 4.2.1 : 動画: How to implement a Pair Trading Strategy
- Wk 4.2.2 : 動画: Evaluate Results of a Pair Trade
- Wk 4.3 : Backtesting and Avoiding Overfitting
- Wk 4.3.1 : 動画: Backtesting and Avoiding Overfitting
- Wk 4.3.2 : 動画: Next Steps: Imrovements to your Pair Strategy
- Wk 4.3.3 : 動画: Lab Intro: Pairs Trading
- Wk 4.3.4 : 評価済みの外部ツール: Lab: Pairs Trading Strategy
- Wk 4.3.5 : 動画: Lab Solution: Pairs Trading
- Wk 4.4 : Optimize momentum trading model to minimize costs
- Wk 4.4.1 : 動画: Kalman Filter Introduction
- Wk 4.4.2 : 動画: Kalman Filter Trading Applications
- Wk 4.4.3 : テスト: Pairs Trading Strategy concepts
- Wk 4.4.4 : 未評価の外部ツール: Optional Lab: Estimate parameters using Kalman Filters
- Wk 4.1 : Picking Pairs
- Wk 1 : Introduction to Course and Reinforcement Learning
- Wk 2 : Neural Network Based Reinforcement Learning
- Wk 3 : Portfolio Optimization
There have a RMarkdown
file and also a copy of pdf
and png
format certificate of accomplishment in every single course (folders inside repo).
 ❤️🔥
- 算法交易中的机器学习系列(一) ❤️🔥
- Machine Learning for Algorithmic Trading (Official) ❤️🔥
- ML for Trading (Exchange) ❤️🔥
- Machine Learning for Algorithmic Trading (2nd Edition).pdf ❤️🔥