Machine Learning in Finance -- Coursera

[ajensen]

The NYU Tandon School of Engineering has created a Machine Learning and Reinforcement Learning in Finance Specialization with four courses on Coursera:

https://www.coursera.org/specializations/machine-learning-reinforcement-finance
(1) Guided Tour of Machine Learning in Finance
(2) Fundamentals of Machine Learning in Finance
(3) Reinforcement Learning in Finance
(4) Overview of Advanced Methods of Reinforcement Learning in Finance

I have enrolled in the second course. There is a one week free trial, after which it costs $39/month.

 

[Maverick74]

The NYU Tandon School of Engineering has created a Machine Learning and Reinforcement Learning in Finance Specialization with four courses on Coursera:

https://www.coursera.org/specializations/machine-learning-reinforcement-finance
(1) Guided Tour of Machine Learning in Finance
(2) Fundamentals of Machine Learning in Finance
(3) Reinforcement Learning in Finance
(4) Overview of Advanced Methods of Reinforcement Learning in Finance

I have enrolled in the second course. There is a one week free trial, after which it costs $39/month.

I would highly reccomend you checking out Quantstart. Same cost, but a lot more value.

https://www.quantstart.com/

 

[trader99]

Both of these are great resources. But making money in the market isn't as easy as feeding data into machine learning algorithms and alpha comes out of it. There's still a long hard road ahead...

 

[ajensen]

Both of these are great resources. But making money in the market isn't as easy as feeding data into machine learning algorithms and alpha comes out of it. There's still a long hard road ahead...

That's true. For some markets that interest me, and which I have studied, I have created some indicators that predict daily returns in a multiple linear regression. I want to see if the same indicators can predict better when using methods such as SVM, random forests, and neural networks.

 

[ph1l]

Free "Machine Learning for Trading" course by Georgia Tech

https://www.udacity.com/course/machine-learning-for-trading--ud501

 

[tonysoprano]

I would highly reccomend you checking out Quantstart. Same cost, but a lot more value.

Hi Mav,
Would you elaborate a bit your preference for the Quantstart course over the Coursera offering. Was not familiar with Quantsart ... looks interesting.

 

[Maverick74]

Hi Mav,
Would you elaborate a bit your preference for the Quantstart course over the Coursera offering. Was not familiar with Quantsart ... looks interesting.

Quantstart is more of a community like ET. So you can exchange ideas with others, learn to code, read about how these algos actually work in trading. Coursera is great and I love MOOCs in general, but it's just a course, and really a theoretical look at the backbone of machine learning. The question is, how do you put it to use in real life. That's where most traders need help.

 

[bashatrader]

Waste of time. Too complex to generate results. In trading the simplest model wins.

 

[bashatrader]

I would highly reccomend you checking out Quantstart. Same cost, but a lot more value.

https://www.quantstart.com/

Little of the academic staff in quantstart work in practice. It's good stuff for academic research but not for practical trading. Look for people like Cesar Alvarez for practical trading tips and methods. Academic Phds overwhelm people with terminology and useless obfuscation. By the time you get around to digest all that useless terminology you are probably done trading.

 

[Maverick74]

Little of the academic staff in quantstart work in practice. It's good stuff for academic research but not for practical trading. Look for people like Cesar Alvarez for practical trading tips and methods. Academic Phds overwhelm people with terminology and useless obfuscation. By the time you get around to digest all that useless terminology you are probably done trading.

I'll pass your comments onto to Jim Simons and Ed Thorp.