Machine Learning For Algorithmic Trading - Regression Based Video Course

Curriculum For This Course

• 1. Introduction 2 Videos 00:09:07
  • Introduction 05:20
  • How to Succeed in This Course 03:47
• 2. Introduction to Machine Learning for Algorithmic Trading and Investing 5 Videos 00:44:20
  • Introduction and Classification of Machine Learning 10:31
  • Introduction to Machine Learning development Work Flow using Linear Regression 09:39
  • Characteristic of Financial Time Series and Linear Regression Assumptions 10:27
  • Effects of Outliers on Machine Learning Model 05:20
  • Model Selection and Quant Workflow 08:25
• 3. Machine Learning and Pairs Trading 6 Videos 00:53:45
  • Pairs Trading and Machine Learning 06:38
  • Understanding the Data (Data Exploration) 14:10
  • Python statsmodel Library 09:07
  • Python scikit-learn Library 06:46
  • Cointegration Test 03:56
  • Trading Logic 13:09
• 4. Backtesting Pairs Trading 2 Videos 00:32:30
  • Pairs Trading Code Walk Through 17:10
  • Backtest and Performance Analysis 15:20
• 5. Penalized Regression for Investing 2 Videos 00:14:46
  • Rationale for Penalized Regression 03:01
  • Application of Penalized Regression to Investing 11:45
• 6. Kalman Filter 2 Videos 00:27:45
  • Kalman Filter Introduction 14:24
  • Backtesting Kalman Filter Based Investing Strategy 13:22
• 7. Machine Learning and Multi-Assets Trend Following Strategies 3 Videos 00:39:10
  • Introduction to Multi-Assets Trend Following Strategies 10:49
  • Machine Learning and Multi-Assets Trend Following Strategies 14:36
  • Backtesting Multi-Assets Trend Following Machine Learning Strategies 13:46