This course provides the foundation for developing advanced trading strategies using machine learning techniques. In this course, you’ll review the key components that are common to every trading strategy, no matter how complex. You’ll be introduced to multiple trading strategies including quantitative trading, pairs trading, and momentum trading. By the end of the course, you will be able to design basic quantitative trading strategies, build machine learning models using Keras and TensorFlow, build a pair trading strategy prediction model and back test it, and build a momentum-based trading model and back test it.
Ce cours fait partie de la Spécialisation Machine Learning for Trading
Offert par
New York Institute of Finance
Google Cloud
Spécialisation Machine Learning for TradingNew York Institute of FinanceÀ propos de ce cours
29,308 consultations récentes
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Cours 2 sur 3 dans le
Dates limites flexibles
Réinitialisez les dates limites selon votre disponibilité.
Niveau intermédiaire
- Basic competency in Python, familiarity with the Scikit Learn, Statsmodels and Pandas library.
- Familiarity with statistics, financial markets, ML
Approx. 19 heures pour terminer
Anglais
Sous-titres : Anglais
Ce que vous allez apprendre
Design basic quantitative trading strategies
Use Keras and Tensorflow to build machine learning models
Build a pair trading strategy prediction model and back test it.
Build a momentum-based trading model and back test it.
Compétences que vous acquerrez
Algorithmic TradingPython ProgrammingMachine Learning
Certificat partageable
Obtenez un Certificat lorsque vous terminez
100 % en ligne
Commencez dès maintenant et apprenez aux horaires qui vous conviennent.
Cours 2 sur 3 dans le
Dates limites flexibles
Réinitialisez les dates limites selon votre disponibilité.
Niveau intermédiaire
- Basic competency in Python, familiarity with the Scikit Learn, Statsmodels and Pandas library.
- Familiarity with statistics, financial markets, ML
Approx. 19 heures pour terminer
Anglais
Sous-titres : Anglais
Offert par
New York Institute of Finance
The New York Institute of Finance (NYIF), is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 250,000+ professionals in over 120 countries. NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks.
Google Cloud
We help millions of organizations empower their employees, serve their customers, and build what’s next for their businesses with innovative technology created in—and for—the cloud. Our products are engineered for security, reliability, and scalability, running the full stack from infrastructure to applications to devices and hardware. Our teams are dedicated to helping customers apply our technologies to create success.
Programme du cours : ce que vous apprendrez dans ce cours
1 heure pour terminer
Introduction to Quantitative Trading and TensorFlow
In this module we discuss the key components that are common to every trading strategy, no matter how complex. This foundation will help guide you as you develop more advanced strategies using machine learning techniques.
1 heure pour terminer
4 vidéos (Total 23 min), 1 lecture, 1 quiz
4 vidéos
Basic Trading Strategy Entries and Exits Endogenous Exogenous7 min
Basic Trading Strategy Building a Trading Model2 min
Advanced Concepts in Trading Strategies6 min
1 lecture
Welcome to Using Machine Learning in Trading and Finance10 min
1 exercice pour s'entraîner
Understand Quantitative Strategies
4 heures pour terminer
Introduction to TensorFlow
4 heures pour terminer
11 vidéos (Total 50 min)
11 vidéos
Overview1 min
Introduction to TensorFlow6 min
TensorFlow API Hierarchy4 min
Components of tensorflow Tensors and Variables8 min
Getting Started with Google Cloud Platform and Qwiklabs3 min
Lab Intro Writing low-level TensorFlow programs43s
Working in-memory and with files3 min
Training on Large Datasets with tf.data API4 min
Getting the data ready for model training6 min
Embeddings8 min
Lab Intro Manipulating data with TensorFlow Dataset API34s
3 heures pour terminer
Training neural networks with Tensorflow 2 and Keras
3 heures pour terminer
12 vidéos (Total 53 min)
12 vidéos
Overview31s
Activation functions8 min
Activation functions: Pitfalls to avoid in Backpropagation 5 min
Neural Networks with Keras Sequential API7 min
Serving models in the cloud3 min
Lab Intro : Keras Sequential API21s
Neural Networks with Keras Functional API9 min
Regularization: The Basics4 min
Regularization: L1, L2, and Early Stopping5 min
Regularization: Dropout5 min
Lab Intro: Keras Functional API38s
Recap57s
6 heures pour terminer
Build a Momentum-based Trading System
Momentum trading is a strategy in which traders buy or sell assets according to the strength of recent price trends. Price momentum is similar to momentum in physics, where mass multiplied by velocity determines the persistence with which an object will follow its current path (like a heavy train on a track). In financial markets, however, momentum is determined by other factors like trading volume and rate of price changes. Momentum traders bet that an asset price that is moving strongly in a given direction will continue to move in that direction until the trend loses strength or reverses. This module teaches you all about momentum trading.
6 heures pour terminer
12 vidéos (Total 68 min), 1 lecture, 2 quiz
12 vidéos
Introduction to Hurst8 min
Building a Momentum Trading Model7 min
Define the Problem9 min
Collect the Data2 min
Creating Features3 min
Split the Data3 min
Selecting a Machine Learning Algorithm3 min
Backtest on Unseen Data1 min
Understanding the Code: Simple ML Strategies to Generate Trading Signal9 min
Lab Intro: Momentum Trading43s
Momentum Trading Lab Solution7 min
1 lecture
Hurst Exponent and Trading Signals Derived from Market Time Series10 min
5 heures pour terminer
Build a Pair Trading Strategy Prediction Model
In this module, we introduce pairs trading. We will discuss what pairs trading is, and how you can make money doing it. We will discuss what you need to know about the members to form a suitable pair.
5 heures pour terminer
11 vidéos (Total 74 min)
11 vidéos
Picking Pairs4 min
Picking Pairs with Clustering8 min
How to implement a Pair Trading Strategy9 min
Evaluate Results of a Pair Trade6 min
Backtesting and Avoiding Overfitting6 min
Next Steps: Imrovements to your Pair Strategy5 min
Lab Intro: Pairs Trading30s
Lab Solution: Pairs Trading7 min
Kalman Filter Introduction11 min
Kalman Filter Trading Applications6 min
1 exercice pour s'entraîner
Pairs Trading Strategy concepts
Avis
Meilleurs avis pour USING MACHINE LEARNING IN TRADING AND FINANCE
par MM30 avr. 2020
This course was great!!! I think they skipped over a lot so it takes a lot of time to learn the details of the skills. But it definitely gives you the tools needed!
par PL28 févr. 2020
The course is inspiring. It gave me another perspective of learning trading not just for Machine Learning also for day to day trading algorithm.
par MF19 janv. 2020
Very informative. I does not go too much in details but you get a lot of insight about trading and using ML in trading strategies
par LT8 févr. 2020
Very interesting course with integrated notebooks to learn concepts of how to apply machine learning to trading and finance
À propos du Spécialisation Machine Learning for Trading
This 3-course Specialization from Google Cloud and New York Institute of Finance (NYIF) is for finance professionals, including but not limited to hedge fund traders, analysts, day traders, those involved in investment management or portfolio management, and anyone interested in gaining greater knowledge of how to construct effective trading strategies using Machine Learning (ML) and Python. Alternatively, this program can be for Machine Learning professionals who seek to apply their craft to quantitative trading strategies. By the end of the Specialization, you'll understand how to use the capabilities of Google Cloud to develop and deploy serverless, scalable, deep learning, and reinforcement learning models to create trading strategies that can update and train themselves. As a challenge, you're invited to apply the concepts of Reinforcement Learning to use cases in Trading. This program is intended for those who have an understanding of the foundations of Machine Learning at an intermediate level. To successfully complete the exercises within the program, you should have advanced competency in Python programming and familiarity with pertinent libraries for Machine Learning, such as Scikit-Learn, StatsModels, and Pandas; a solid background in ML and statistics (including regression, classification, and basic statistical concepts) and basic knowledge of financial markets (equities, bonds, derivatives, market structure, and hedging). Experience with SQL is recommended.
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