Lifecycle of Trading Strategy Development with Machine Learning

Lifecycle of Trading Strategy Development with Machine Learning

Lifecycle of Trading Strategy Development with Machine Learning

Workshops

How can you tell if your earnings data has look-ahead bias?
How would you know if your vendor’s news sentiment data has errors?
What are the many hidden problems with simple stock price databases?.

These and many other topics will be discussed in our new pre-recorded online course Lifecycle of Trading Strategy Development with Machine Learning. This is a 12-hour, in-depth, online workshop focusing on the challenges and nuances of working with financial data and applying machine learning to generate trading strategies. We will walk you through the complete lifecycle of trading strategies creation and improvement using machine learning, including automated execution, with unique insights and commentaries from our own research and practice. We will make extensive use of Python packages such as Pandas, Scikit-learn, LightGBM, and execution platforms like QuantConnect. It will be co-taught by Dr. Ernest Chan and Dr. Roger Hunter, principals of QTS Capital Management, LLC. The course was taught in 3 parts, each part will last 4 hours. Course outline is available for download.