AI quantitative trading book recommendations

"Machine Learning and Quantitative Trading"

<img src="../images/ml-trading.jpg" alt="Machine Learning and Quantitative Trading" width="200"/>

• Author: Stefan Jansen
• Publisher: Packt
• Publication Year: 2020
• Difficulty: ⭐⭐⭐⭐
• Recommendation Index: ⭐⭐⭐⭐⭐

Introduction

This book introduces in detail how to apply machine learning to quantitative trading, covering a variety of cutting-edge technologies from linear models and tree models to deep learning, reinforcement learning, etc., and is actually applied to the market, fundamentals and alternative data to build prediction models, design trading strategies and perform backtest optimization.

Core Chapter

1. Basic knowledge of ML
2. Data preprocessing
3. Feature Engineering
4. Predictive model construction
5. Strategy backtesting and optimization

Practical Resources

• Complete code base
• Example dataset
• Online supplementary materials

---

"Application of Deep Learning in Quantitative Finance"

<img src="../images/dl-finance.jpg" alt="Application of deep learning in quantitative finance" width="200"/>

• Author: Max
• Publisher: Machinery Industry Press
• Difficulty: ⭐⭐⭐⭐⭐
• Recommendation Index: ⭐⭐⭐⭐

Introduction

This book focuses on the application of deep learning in financial markets, including market prediction, risk management and other aspects.

Core Chapter

1. Basics of Deep Learning
2. Time series forecasting
3. Application of NLP in Finance
4. Reinforcement learning trading system
5. Real deployment plan