Machine Learning for Factor Investing: Python Version
Machine Learning for Factor Investing: Python Version
English | 2023 | ISBN: 0367639726 | 358 Pages | PDF (True) | 13 MB
English | 2023 | ISBN: 0367639726 | 358 Pages | PDF (True) | 13 MB
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality of the subject can make it hard for non-specialists to join the bandwagon, as the jargon and coding requirements may seem out-of-reach. Machine learning for factor investing: Python version bridges this gap. It provides a comprehensive tour of modern ML-based investment strategies that rely on firm characteristics.