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Showing 2 open source projects for "code extract"
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ML for Trading
Code for machine learning for algorithmic trading, 2nd edition
On over 800 pages, this revised and expanded 2nd edition demonstrates how ML can add value to algorithmic trading through a broad range of applications. Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms,... -
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Attempt to build framework for business systems using simpler classes like Set, Hierarchy etc. Would try to extract abstract functionalities from objects such as Cost Center, Account, Stock, Project etc so that they can share substantial amount of code.
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