High Performance Algorithmic Trading Using by Bardol Franck (21 results)
- Softcover
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Paperback or Softback. Condition: New. High-performance Algorithmic Trading using Machine Learning: Building automated trading strategies with AutoML and feature engineering (English Editio. Book.
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- Softcover
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Paperback. Condition: new. Paperback. This book is a practitioners blueprint for building production-grade ML trading systems from scratch. It goes far beyond basic return-sign classification tasks, which often fail in live markets, and delivers field-tested techniques used inside elite quant desks. It covers everything from the… fundamentals of systematic trading and ML's role in detecting patterns to data preparation, backtesting, and model lifecycle management using Python libraries. You will learn to implement supervised learning for advanced feature engineering and sophisticated ML models. You will also learn to use unsupervised learning for pattern detection, apply ultra-fast pattern matching to chartist strategies, and extract crucial trading signals from unstructured news and financial reports. Finally, you will be able to implement anomaly detection and association rules for comprehensive insights. Build end-to-end machine learning pipelines for trading systems. Apply unsupervised learning to detect anomalies and regime shifts. Extract alpha signals from financial text using modern NLP. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Condition: New. 2025. paperback. . . . . .
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- Softcover
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Paperback. Condition: new. Paperback. This book is a practitioners blueprint for building production-grade ML trading systems from scratch. It goes far beyond basic return-sign classification tasks, which often fail in live markets, and delivers field-tested techniques used inside elite quant desks. It covers everything from the… fundamentals of systematic trading and ML's role in detecting patterns to data preparation, backtesting, and model lifecycle management using Python libraries. You will learn to implement supervised learning for advanced feature engineering and sophisticated ML models. You will also learn to use unsupervised learning for pattern detection, apply ultra-fast pattern matching to chartist strategies, and extract crucial trading signals from unstructured news and financial reports. Finally, you will be able to implement anomaly detection and association rules for comprehensive insights. Build end-to-end machine learning pipelines for trading systems. Apply unsupervised learning to detect anomalies and regime shifts. Extract alpha signals from financial text using modern NLP. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
- Softcover
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- Softcover
Seller: Buchpark, Trebbin, GermanyBuchpark
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 340 | Sprache: Englisch | Produktart: Bücher | Machine learning is not just an advantage; it is becoming standard practice among top-performing trading firms. As traditional strategies struggle to navigate noise, complexity, and speed, ML-powered systems extract alpha by identifyi…ng transient patterns beyond human reach. This shift is transforming how hedge funds, quant teams, and algorithmic platforms operate, and now, these same capabilities are available to advanced practitioners.This book is a practitioner's blueprint for building production-grade ML trading systems from scratch. It goes far beyond basic return-sign classification tasks, which often fail in live markets, and delivers field-tested techniques used inside elite quant desks. It covers everything from the fundamentals of systematic trading and ML's role in detecting patterns to data preparation, backtesting, and model lifecycle management using Python libraries. You will learn to implement supervised learning for advanced feature engineering and sophisticated ML models. You will also learn to use unsupervised learning for pattern detection, apply ultra-fast pattern matching to chartist strategies, and extract crucial trading signals from unstructured news and financial reports. Finally, you will be able to implement anomaly detection and association rules for comprehensive insights. By the end of this book, you will be ready to design, test, and deploy intelligent trading strategies to institutional standards.WHAT YOU WILL LEARN¿ Build end-to-end machine learning pipelines for trading systems.¿ Apply unsupervised learning to detect anomalies and regime shifts.¿ Extract alpha signals from financial text using modern NLP.¿ Use AutoML to optimize features, models, and parameters.¿ Design fast pattern detectors from signal processing techniques.WHO THIS BOOK IS FORThis book is for robo traders, algorithmic traders, hedge fund managers, portfolio managers, Python developers, engineers, and analysts who want to understand, master, and integrate machine learning into trading strategies. Readers should understand basic automated trading concepts and have some beginner experience writing Python code.
- Softcover
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Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. 340 pages. 7.50x0.77x9.25 inches. In Stock. This item is printed on demand.
- Softcover
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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Machine learning is not just an advantage; it is becoming standard practice among top-performing trading firms. As traditional strategies struggle to navigate noise, complexity, and speed, ML-powered systems extract alpha by identifying…transient patterns beyond human reach. This shift is transforming how hedge funds, quant teams, and algorithmic platforms operate, and now, these same capabilities are available to advanced practitioners.This book is a practitioner's blueprint for building production-grade ML trading systems from scratch. It goes far beyond basic return-sign classification tasks, which often fail in live markets, and delivers field-tested techniques used inside elite quant desks. It covers everything from the fundamentals of systematic trading and ML's role in detecting patterns to data preparation, backtesting, and model lifecycle management using Python libraries. You will learn to implement supervised learning for advanced feature engineering and sophisticated ML models. You will also learn to use unsupervised learning for pattern detection, apply ultra-fast pattern matching to chartist strategies, and extract crucial trading signals from unstructured news and financial reports. Finally, you will be able to implement anomaly detection and association rules for comprehensive insights.By the end of this book, you will be ready to design, test, and deploy intelligent trading strategies to institutional standards.WHAT YOU WILL LEARN¿ Build end-to-end machine learning pipelines for trading systems.¿ Apply unsupervised learning to detect anomalies and regime shifts.¿ Extract alpha signals from financial text using modern NLP.¿ Use AutoML to optimize features, models, and parameters.¿ Design fast pattern detectors from signal processing techniques.WHO THIS BOOK IS FORThis book is for robo traders, algorithmic traders, hedge fund managers, portfolio managers, Python developers, engineers, and analysts who want to understand, master, and integrate machine learning into trading strategies. Readers should understand basic automated trading concepts and have some beginner experience writing Python code.
- Softcover
- Print on Demand
Seller: preigu, Osnabrück, Germanypreigu
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Taschenbuch. Condition: Neu. High-performance Algorithmic Trading using Machine Learning | Building automated trading strategies with AutoML and feature engineering (English Edition) | Franck Bardol | Taschenbuch | Englisch | 2025 | BPB Publications | EAN 9789365893892 | Verantwortliche Person für die EU: Libri GmbH, Europaallee… 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
