Quant Trading – Machine Learning

June 26, 2025
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Quant Trading – Machine Learning

Description of Machine Learning

Play the Markets Like a Pro by Integrating Machine Learning into Your Investment Strategies! This online training course takes a completely practical approach to applying Machine Learning techniques to Quant Trading. The focus is on practically applying Machine Learning techniques to develop sophisticated Quant Trading models. From setting up your own historical price database in MySQL, to writing hundreds of lines of Python code, the focus is on doing from the get-go.

Financial markets are fickle beasts that can be extremely difficult to navigate for the average investor. This Quant Trading Using Machine Learning course will introduce you to machine learning, a field of study that gives computers the ability to learn without being explicitly programmed, while teaching you how to apply these techniques to quantitative trading. Using Python libraries, you will discover how to build sophisticated financial models that will better inform your investing decisions. Supplemental Material included!

What will you learn in Machine Learning?

INTRODUCTION

  • You, This Course, and Us!

DEVELOPING TRADING STRATEGIES IN EXCEL

  • Are markets efficient or inefficient?
  • Momentum Investing
  • Mean Reversion
  • Evaluating Trading Strategies – Risk and Return
  • Evaluating Trading Strategies – The Sharpe Ratio
  • The 2 Step process – Modeling and Backtesting
  • Developing a Trading Strategy in Excel

SETTING UP YOUR DEVELOPMENT ENVIRONMENT

  • Installing Anaconda for Python
  • Installing Pycharm – a Python IDE
  • MySQL Introduced and Installed – Mac OS X
  • MySQL Server Configuration and MySQL Workbench – Mac OS X
  • MySQL Installation – Windows
  • For Linux-Mac OS Shell Newbies – Path and Other Environment Variables

SETTING UP A PRICE DATABASE

  • Programmatically Downloading Historical Price Data
  • Code Along – Downloading Price Data from Yahoo Finance
  • Code Along – Downloading a URL in Python
  • Code Along – Downloading Price Data from the NSE
  • Code Along – Unzip and Process the Downloaded Files
  • Manually download data for 10 years
  • Code Along – Download Historical Data for 10 years
  • Inserting the Downloaded Files into a Database
  • Code Along – Bulk Loading Downloaded Files into MySQL Tables
  • Data Preparation
  • Code Along – Data Preparation
  • Adjusting for Corporate Actions
  • Code Along – Adjusting for Corporate Actions 1
  • Code Along – Adjusting for Corporate Actions 2
  • Code Along – Inserting Index Prices into MySQL
  • Code Along – Constructing a Calendar Features Table in MySQL

DECISION TREES, ENSEMBLE LEARNING AND RANDOM FORESTS

  • Planting the seed – What are Decision Trees
  • Growing the Tree – Decision Tree Learning
  • Branching out – Information Gain
  • Decision Tree Algorithms
  • Overfitting – The Bane of Machine Learning
  • Overfitting Continued
  • Cross-Validation
  • Regularization
  • The Wisdom of Crowds – Ensemble Learning
  • Ensemble Learning continued – Bagging, Boosting and Stacking
  • Random Forests – Much More Than Trees

A TRADING STRATEGY AS MACHINE LEARNING CLASSIFICATION

  • Defining the Problem – Machine Learning Classification

FEATURE ENGINEERING

  • Know the basics – A Pandas tutorial
  • Code Along – Fetching Data from MySQL
  • Code Along – Constructing Some Simple Features
  • Code Along – Constructing a Momentum Feature
  • Code Along – Constructing a Jump Feature
  • Code Along – Assigning Labels
  • Code Along – Putting It All Together
  • Code Along – Include Support Features from Other Tickers

ENGINEERING A COMPLEX FEATURE – A CATEGORICAL VARIABLE WITH PAST TRENDS

  • Engineering a Categorical Variable
  • Code Along – Engineering a Categorical Variable

BUILDING A MACHINE LEARNING CLASSIFIER IN PYTHON

  • Introducing Scikit-Learn
  • Introducing RandomForestClassifier
  • Training and Testing a Machine Learning Classifier
  • Compare Results from Different Strategies
  • Using Class Probabilities for Predictions

NEAREST NEIGHBORS CLASSIFIER

  • A Nearest Neighbors Classifier
  • Code Along – A Nearest Neighbors Classifier

GRADIENT BOOSTED TREES

  • What are Gradient Boosted Trees
  • Introducing XGBoost – A Python Library for GBT
  • Code Along – Parameter Tuning for Gradient Boosted Classifiers

INTRODUCTION TO QUANT TRADING

  • Financial Markets – Who Are the Players
  • What is a Stock Market Index
  • The Mechanics of Trading – Long Vs Short Positions
  • Futures Contracts

More courses from the same author: Quant Trading

What Will You Learn?

  • ### Key Benefits of Taking the Course 'Quant Trading – Machine Learning'
  • 1. **Practical Application of Machine Learning in Trading**: This course offers hands-on experience in applying machine learning techniques to quantitative trading, enabling you to develop sophisticated trading models using Python. You'll learn to integrate data-driven strategies into real-world investment decisions.
  • 2. **Comprehensive Skill Development**: From setting up a historical price database in MySQL to coding complex algorithms in Python, the course covers essential technical skills. You'll master tools like Scikit-Learn, Pandas, and XGBoost, as well as concepts like decision trees, random forests, and gradient boosted trees.
  • 3. **Enhanced Investment Decision-Making**: By learning to build and backtest trading strategies (e.g., momentum investing and mean reversion), you'll gain the ability to evaluate risk and return using metrics like the Sharpe Ratio, ultimately making more informed and data-driven investment choices.
  • 4. **Understanding Financial Markets and Trading Mechanics**: The course provides a solid foundation in financial markets, including the roles of key players, stock market indices, and trading mechanics like long/short positions and futures contracts, ensuring you have the contextual knowledge to apply machine learning effectively.
  • 5. **Feature Engineering and Model Optimization**: You'll learn to engineer complex features and construct machine learning classifiers, while also exploring techniques like cross-validation and regularization to prevent overfitting, ensuring your trading models are robust and effective.

Target Audience

  • N ### Target Audience for the Course 'Quant Trading – Machine Learning'
  • N Based on the detailed description provided for the course 'Quant Trading – Machine Learning,' the target audience can be identified as follows:
  • N 1. **Aspiring Quantitative Traders**: Individuals who are interested in pursuing a career in quantitative trading or enhancing their skills in financial markets with a focus on data-driven strategies. This includes those who want to learn how to apply machine learning to develop sophisticated trading models.
  • N 2. **Finance Professionals**: Professionals working in finance, such as portfolio managers, financial analysts, or hedge fund employees, who seek to integrate machine learning techniques into their investment strategies to improve decision-making and performance.
  • N 3. **Data Scientists and Machine Learning Enthusiasts**: Individuals with a background or interest in data science and machine learning who wish to apply their technical skills to the financial domain, specifically in quantitative trading. This group may already be familiar with Python and machine learning concepts but want to learn their application in trading.
  • N 4. **Programmers and Developers**: Those with programming experience, particularly in Python, who are interested in financial markets and want to build practical applications like historical price databases and trading algorithms using tools like MySQL, Pandas, and Scikit-Learn.
  • N 5. **Investors Seeking Advanced Strategies**: Average or experienced investors who want to move beyond traditional investment approaches and learn advanced techniques like momentum investing, mean reversion, and machine learning-based classification to navigate complex financial markets more effectively.
  • N 6. **Students and Academics**: University students or researchers in fields like finance, computer science, or data science who are looking to explore the intersection of machine learning and quantitative trading as part of their studies or research projects.
  • N 7. **Tech-Savvy Individuals with Basic Financial Knowledge**: People who may not have extensive experience in finance but possess technical skills (e.g., familiarity with coding or databases) and are eager to learn how to apply these skills to trading strategies.
  • N ### Key Characteristics of the Target Audience:
  • N - **Skill Level**: Intermediate to advanced learners who are comfortable with or willing to learn programming (Python), database management (MySQL), and statistical concepts.
  • N - **Interest**: Strong interest in both financial markets and machine learning, with a focus on practical, hands-on application rather than just theoretical knowledge.
  • N - **Motivation**: Desire to build and backtest trading strategies, improve investment decisions, or gain a competitive edge in the financial markets using cutting-edge technology.
  • N This course is not suited for complete beginners in programming or finance, as it assumes some foundational knowledge and focuses on practical implementation with tools like Python, MySQL, and machine learning libraries.

Course Content

Quant Trading – Machine Learning

  • 01 – You, This Course, and Us!
    00:00
  • 02 – Are markets efficient or inefficient
    00:00
  • 03 – Momentum Investing
    00:00
  • 04 – Mean Reversion
    00:00
  • 05 – Evaluating Trading Strategies – Risk and Return
    00:00
  • 06 – Evaluating Trading Strategies – The Sharpe Ratio
    00:00
  • 07 – The 2 Step process – Modeling and Backtesting
    00:00
  • 08 – Developing a Trading Strategy in Excel
    00:00
  • 09 – Installing Anaconda for Python
    00:00
  • 10 – Installing Pycharm – a Python IDE
    00:00
  • 11 – MySQL Introduced and Installed – Mac OS X
    00:00
  • 12 – MySQL Server Configuration and MySQL Workbench – Mac OS X
    00:00
  • 13 – MySQL Installation – Windows
    00:00
  • 14 – For Linux-Mac OS Shell Newbies – Path and Other Environment Variables
    00:00
  • 15 – Programmatically Downloading Historical Price Data
    00:00
  • 16 – Code Along – Downloading Price Data from Yahoo Finance
    00:00
  • 17 – Code Along – Downloading a URL in Python
    00:00
  • 18 – Code Along – Downloading Price Data from the NSE
    00:00
  • 19 – Code Along – Unzip and Process the Downloaded Files
    00:00
  • 20 – Manually download data for 10 years
    00:00
  • 21 – Code Along – Download Historical Data for 10 years
    00:00
  • 22 – Inserting the Downloaded Files into a Database
    00:00
  • 23 – Code Along – Bulk Loading Downloaded Files into MySQL Tables
    00:00
  • 24 – Data Preparation
    00:00
  • 25 – Code Along – Data Preparation
    00:00
  • 26 – Adjusting for Corporate Actions
    00:00
  • 27 – Code Along – Adjusting for Corporate Actions 1
    00:00
  • 28 – Code Along – Adjusting for Corporate Actions 2
    00:00
  • 29 – Code Along – Inserting Index Prices into MySQL
    00:00
  • 30 – Code Along – Constructing a Calendar Features Table in MySQL
    00:00
  • 31 – Planting the seed – What are Decision Trees
    00:00
  • 32 – Growing the Tree – Decision Tree Learning
    00:00
  • 33 – Branching out – Information Gain
    00:00
  • 34 – Decision Tree Algorithms
    00:00
  • 35 – Overfitting – The Bane of Machine Learning
    00:00
  • 36 – Overfitting Continued
    00:00
  • 37 – Cross-Validation
    00:00
  • 38 – Regularization
    00:00
  • 39 – The Wisdom of Crowds – Ensemble Learning
    00:00
  • 40 – Ensemble Learning continued – Bagging, Boosting and Stacking
    00:00
  • 41 – Random Forests – Much More Than Trees
    00:00
  • 42 – Defining the Problem – Machine Learning Classification
    00:00
  • 43 – Know the basics – A Pandas tutorial
    00:00
  • 44 – Code Along – Fetching Data from MySQL
    00:00
  • 45 – Code Along – Constructing Some Simple Features
    00:00
  • 46 – Code Along – Constructing a Momentum Feature
    00:00
  • 47 – Code Along – Constructing a Jump Feature
    00:00
  • 48 – Code Along – Assigning Labels
    00:00
  • 49 – Code Along – Putting It All Together
    00:00
  • 50 – Code Along – Include Support Features from Other Tickers
    00:00
  • 51 – Engineering a Categorical Variable
    00:00
  • 52 – Code Along – Engineering a Categorical Variable
    00:00
  • 53 – Introducing Scikit-Learn
    00:00
  • 54 – Introducing RandomForestClassifier
    00:00
  • 55 – Training and Testing a Machine Learning Classifier
    00:00
  • 56 – Compare Results from Different Strategies
    00:00
  • 57 – Using Class Probabilities for Predictions
    00:00
  • 58 – A Nearest Neighbors Classifier
    00:00
  • 59 – Code Along – A Nearest Neighbors Classifier
    00:00
  • 60 – What are Gradient Boosted Trees
    00:00
  • 61 – Introducing XGBoost – A Python Library for GBT
    00:00
  • 62 – Code Along – Parameter Tuning for Gradient Boosted Classifiers
    00:00
  • 63 – Financial Markets – Who Are the Players
    00:00
  • 64 – What is a Stock Market Index
    00:00
  • 65 – The Mechanics of Trading – Long Vs Short Positions
    00:00
  • 66 – Futures Contracts
    00:00

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