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.
To be successful in this course, you should have advanced competency in Python programming and familiarity with pertinent libraries for machine learning, such as Scikit-Learn, StatsModels, and Pandas. Experience with SQL is recommended. You should have a background in statistics (expected values and standard deviation, Gaussian distributions, higher moments, probability, linear regressions) and foundational knowledge of financial markets (equities, bonds, derivatives, market structure, hedging).
Status: Market Trend
Market Trend
Status: Correlation Analysis
Correlation Analysis
Intermediate·Course·8 hours
Featured reviews
4.0
·Reviewed Jun 27, 2022
Although the often glitches in the Google Cloud platform prevented me to complete the exercises, the course material is very useful.
4.0
·Reviewed Jul 10, 2021
The concepts and algorithms are great. Unfortunately, the last 4 Jupyter Notebooks of the course did not work !!!!!
5.0
·Reviewed Apr 7, 2021
Excelente curso. Se entiende el uso del Machine Learning en Trading y Finanza..!
5.0
·Reviewed Jul 13, 2021
Great course for the trading, clear structure and easy to understand.
4.0
·Reviewed May 23, 2020
I wish better examples to cover everything was said during the lectures
5.0
·Reviewed Apr 30, 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!
4.0
·Reviewed Feb 10, 2020
The material is immediately useful and highly practical for people already in financial services.
5.0
·Reviewed Dec 16, 2020
This the best online course I've ever joined, very practical, and could be able to implement in the real world with your own thoughts plus the hints from the course.
4.0
·Reviewed Apr 18, 2020
Useful for people who have previous knowledge of coding and trading basics. I get a lot of ideas from this course. I will recommend.
5.0
·Reviewed Feb 8, 2020
Very interesting course with integrated notebooks to learn concepts of how to apply machine learning to trading and finance
5.0
·Reviewed Mar 17, 2020
Very good course. Applications are very useful and understandable
4.0
·Reviewed Jan 26, 2020
I enjoyed the course. Well organized, Good topics.I miss more projects, higher challenge in the projects. (more TODO)There was no practice of Kalman filters.links on the slides are not accessible :-(
All reviews
Showing: 20 of 116
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S
Saulo
1.0
·Reviewed Jan 14, 2020
You will learn concepts of trading and machine learning. But you will not implement strategies to learn how to transpose concepts between trading and ML. You'll be given ready codes, that barely uses what is thought in courses. In fact, the grading exercise for week three doesn't use in a clear way the concepts presented, and to be solved you'll need a new concept presented at the notebook. Do not waste you money in it.
J
Jiaheng
1.0
·Reviewed Jan 17, 2020
Hardly learned anything from this course, many lectures are not informative, fulfilled with wordy guidance and coding labs are not actually telling about any insights, just show me the codes...
Worst and most time-wasting courses after taking 13 courses here.
L
Loo
2.0
·Reviewed Mar 26, 2020
The content is fine, but the lab does not demonstrate any of the concepts in the lectures. E.g. in pairs trading they talked about hierarchical clustering and PCA but both of these were not discussed at all in the lab.
First module talked about Tensorflow Estimator API, but does not show how they are applied in subsequent modules. They just don't flow together as a course at all. At some point, it seems to be videos taken from different places to form a course. This collaboration was not well planned at all. The course should also be accompanied with more detailed readings.
2 labs in pairs trading and momentum trading are taken directly from Auquan. They would be better off just reading directly from Auquan instead of paying for this course.
D
Dewald
2.0
·Reviewed Feb 13, 2020
The course content for financial terms and explanation behind them and strategies are fine. When it comes to the grading tools these are FAR below par. Zero explanation on what the code means and zero implementation of the actual strategies discussed during the course content. The videos explaining the grading tools are also about 5 years old and have been recycled.
P
Peixi
1.0
·Reviewed Jan 18, 2020
The contents are not organized at all the lab work has occasional bugs that are clearly due to oversight. Most importantly, the labs are not very closely related to the lectures. I would not recommend doing this series.
E
Esteban
2.0
·Reviewed May 25, 2020
One could basically get a very high grade just copying, pasting and clicking SHIFT + ENTER
J
John
2.0
·Reviewed Feb 3, 2020
Good introduction to trading concepts, but the quality of the labs is poor. Week 3 was the worst where the labs feel disconnected from the lessons.
S
Samuel
5.0
·Reviewed Jan 17, 2020
Great crouse, with very focused material.
M
Marcos
4.0
·Reviewed Jan 20, 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
R
Rodney
5.0
·Reviewed Feb 2, 2020
A lot of great examples. Thanks for the introduction and access to all of the Auquan tutorials. This class's major feature is that it introduces to the wealth of information available and points the way to study more.
B
betty
5.0
·Reviewed Dec 17, 2020
This the best online course I've ever joined, very practical, and could be able to implement in the real world with your own thoughts plus the hints from the course.
L
Lina
5.0
·Reviewed Feb 9, 2020
Very interesting course with integrated notebooks to learn concepts of how to apply machine learning to trading and finance
D
dick
5.0
·Reviewed Jan 19, 2020
really good course to capture most ideas in machine trading
T
ThemisZ
4.0
·Reviewed Feb 4, 2020
The lectures and labs were very good, thanks to all the Google and NYI of Finance folks who worked on them
-1 star for not making ppt/pdf notes available (or did I miss the links???) , I think most of us want to learn AND then come back for refreshers/reference in future. Wouldnt want to go through all the video lectures all the time, its time wasting
N
Nissims
4.0
·Reviewed Jan 27, 2020
I enjoyed the course. Well organized, Good topics.
I miss more projects, higher challenge in the projects. (more TODO)
There was no practice of Kalman filters.
links on the slides are not accessible :-(
C
Colin
4.0
·Reviewed Feb 11, 2020
The material is immediately useful and highly practical for people already in financial services.
D
Dennis
4.0
·Reviewed Jan 21, 2020
Lots of material in a very short time, especially on momentum trading.
K
Kumar
4.0
·Reviewed Feb 8, 2020
Video lectures were good. Expected better material for lab
M
Manfred
4.0
·Reviewed Mar 8, 2020
very informative!!!!
D
DeWitt
5.0
·Reviewed May 18, 2020
Really appreciate the learning and knowledge around the strategies and theory. I do wish I could see these strategies performing in the market and see how they actually interface with trading APIs and trade in a live market.
