Notes and Materials for Machine Learning for Trading CS7646 (Fall 2020). Tips for Exams: Go through example papers from last year and its literally a piece of cake.
Lecture 01-01 : 5,9,14 Lecture 01-02 : 6,7,9,13,14,15, 18 Lecture 01-03 : 4,5,7,10,12,15, Lecture 01-04 : 5,7,10,12
Lecture 01-05 : 6,7 Lecture 01-06 : 2,4 (kurtosis and tail risk),6,8,10,13 Lecture 01-07 : 2,3,4,5 (Risk = std of daily return) Lecture 01-08 : 3,8,9 (read optimization.py)
Lecture 01-09 : Read optimization.py/ scipy optimization API/ Lecture 03-01 : 7,8,9,10 Lecture 03-02 : 2,3,5,
Lecture 03-03 : 2,3,4,5,8,9,10 Lecture 03-04 : 2,4,6,7 Decision Trees 1 : Decision Trees 2 :
Lecture 02-01 : 3,4,6, 11 Lecture 02-02 : 2,3,5,6 What Hedge Funds Really Do Ch. 2 : What Hedge Funds Really Do Ch. 4 :
Lecture 02-03 : 5,6,8,9
Lecture 02-04 : 5,7,8,10
What Hedge Funds Really Do Ch. 5 :
What Hedge Funds Really Do Ch. 7 :
Is the stock market rigged? : Yes it rigged
Lecture 02-05 : 2,4,7 Lecture 02-06 : 4,5,8
Lecture 02-07 Lecture 02-08 (20 pages)
Lecture 02-09 Lecture 02-10 (20 pages)
Lecture 03-05 Lecture 03-06 https://www.youtube.com/watch?v=K8xRATOpsqw (20 pages)
Lecture 03-07 Lecture 02-07 Lecture 02-08 https://www.youtube.com/watch?v=2e2Yr-Bpo-w (20 pages)
Options Trading - https://www.youtube.com/watch?v=5ompRHd0P68&feature=youtu.be Interview with Tammer Kamel (Canvas) https://www.youtube.com/watch?v=2e2Yr-Bpo-w (20 pages)
What Hedge Funds Really Do Ch. 8 What Hedge Funds Really Do Ch. 9 What Hedge Funds Really Do Ch. 12 https://www.youtube.com/watch?v=dbSbYHECGoA Study fundamental law of active portfolio from external book and also read efficient frontier and also mean variance optimization