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Machine Learning for Trading, or, An Unofficial Guide to Georgia Institute of Technology's CS7646: Machine Learning for Trading

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Author(s): George Kudrayvtsev
Year: 2020

Language: English
Tags: ML; CS 7646; artificial intelligence; machine learning; AI; georgia tech; georgia institute of technology; quant; trading; finance; capital markets; financial economics; lecture notes; tucker balch; david joyner

Contents
I Manipulating Financial Data
Python for Finance
Global Statistics
Fixing Bad Data
Graphing Financial Data
Portfolios
Optimizers
II Computational Investing
Hedge Funds
Types of Managed Funds
Compensation
Attracting Investors
Hedge Fund Computing Architecture
The Order Book
Making Orders
Exchange-Traded Options
Evaluating a Company
Metrics for Evaluation
Capital Asset Pricing Model
Technical Analysis
Anomalous Price Changes
Beating the Market
The Efficient Markets Hypothesis
The Importance of Diversification
Portfolio Optimization
III Learning Algorithms for Trading
Supervised Regression Learning
Regression
Decision Trees
Evaluating a Learning Algorithm
Ensemble Learners
Reinforcement Learning
Q-Learning
Index of Terms