Este curso forma parte de Programa especializado: Machine Learning for Trading

4.0
estrellas
320 calificaciones

85 %

Jack Farmer

19.694 ya inscrito

Ofrecido Por

Instituto de Finanzas de Nueva York

Google Cloud

Programa especializado: Machine Learning for TradingInstituto de Finanzas de Nueva York

Acerca de este Curso

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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).

Fechas límite flexibles

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Certificado para compartir

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100 % en línea

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Curso 2 de 3 en

Programa especializado: Machine Learning for Trading

Nivel intermedio

Basic competency in Python, familiarity with the Scikit Learn, Statsmodels and Pandas library.
Familiarity with statistics, financial markets, ML

Aprox. 19 horas para completar

Inglés (English)

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Qué aprenderás

Design basic quantitative trading strategies
Use Keras and Tensorflow to build machine learning models
Build a pair trading strategy prediction model and back test it.
Build a momentum-based trading model and back test it.

Habilidades que obtendrás

Algorithmic Trading
Python Programming
Machine Learning

Fechas límite flexibles

Restablece las fechas límite en función de tus horarios.

Certificado para compartir

Obtén un certificado al finalizar

100 % en línea

Comienza de inmediato y aprende a tu propio ritmo.

Curso 2 de 3 en

Programa especializado: Machine Learning for Trading

Nivel intermedio

Basic competency in Python, familiarity with the Scikit Learn, Statsmodels and Pandas library.
Familiarity with statistics, financial markets, ML

Aprox. 19 horas para completar

Inglés (English)

¿Podría tu empresa beneficiarse de la capacitación de los empleados en las habilidades más demandadas?

Prueba Coursera para negocios

Instructor

Calificación del instructor

4,45/5 (49 calificaciones)

Jack Farmer

Curriculum Director

New York Institute of Finance

80.226 alumnos

11 cursos

Ofrecido por

Instituto de Finanzas de Nueva York

The New York Institute of Finance (NYIF), is a global leader in training for financial services and related industries. Started by the New York Stock Exchange in 1922, it now trains 250,000+ professionals in over 120 countries. NYIF courses cover everything from investment banking, asset pricing, insurance and market structure to financial modeling, treasury operations, and accounting. The institute has a faculty of industry leaders and offers a range of program delivery options, including self-study, online courses, and in-person classes. Its US customers include the SEC, the Treasury, Morgan Stanley, Bank of America and most leading worldwide banks.

Google Cloud

We help millions of organizations empower their employees, serve their customers, and build what’s next for their businesses with innovative technology created in—and for—the cloud. Our products are engineered for security, reliability, and scalability, running the full stack from infrastructure to applications to devices and hardware. Our teams are dedicated to helping customers apply our technologies to create success.

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Programa - Qué aprenderás en este curso

Calificación del contenido85%(1,414 calificaciones)

Semana

Semana 1

1 hora para completar

Introduction to Quantitative Trading and TensorFlow

1 hora para completar

4 videos (Total 23 minutos), 1 lectura, 1 cuestionario

4 horas para completar

Introduction to TensorFlow

4 horas para completar

11 videos (Total 50 minutos)

11 videos

Overview1m

Introduction to TensorFlow6m

TensorFlow API Hierarchy4m

Components of tensorflow Tensors and Variables8m

Getting Started with Google Cloud Platform and Qwiklabs3m

Lab Intro Writing low-level TensorFlow programs43s

Working in-memory and with files3m

Training on Large Datasets with tf.data API4m

Getting the data ready for model training6m

Embeddings8m

Lab Intro Manipulating data with TensorFlow Dataset API34s

Semana

Semana 2

3 horas para completar

Training neural networks with Tensorflow 2 and Keras

3 horas para completar

12 videos (Total 53 minutos)

Semana

Semana 3

6 horas para completar

Build a Momentum-based Trading System

Momentum trading is a strategy in which traders buy or sell assets according to the strength of recent price trends. Price momentum is similar to momentum in physics, where mass multiplied by velocity determines the persistence with which an object will follow its current path (like a heavy train on a track). In financial markets, however, momentum is determined by other factors like trading volume and rate of price changes. Momentum traders bet that an asset price that is moving strongly in a given direction will continue to move in that direction until the trend loses strength or reverses. This module teaches you all about momentum trading.

6 horas para completar

12 videos (Total 68 minutos), 1 lectura, 2 cuestionarios

12 videos

Introduction to Momentum Trading9m

Introduction to Hurst8m

Building a Momentum Trading Model7m

Define the Problem9m

Collect the Data2m

Creating Features3m

Split the Data3m

Selecting a Machine Learning Algorithm3m

Backtest on Unseen Data1m

Understanding the Code: Simple ML Strategies to Generate Trading Signal9m

Lab Intro: Momentum Trading43s

Momentum Trading Lab Solution7m

1 lectura

Hurst Exponent and Trading Signals Derived from Market Time Series10m

Semana

Semana 4

5 horas para completar

Build a Pair Trading Strategy Prediction Model

5 horas para completar

11 videos (Total 74 minutos)

11 videos

Introduction to Pair Trading7m

Picking Pairs4m

Picking Pairs with Clustering8m

How to implement a Pair Trading Strategy9m

Evaluate Results of a Pair Trade6m

Backtesting and Avoiding Overfitting6m

Next Steps: Improvements to your Pairs Strategy5m

Lab Intro: Pairs Trading30s

Lab Solution: Pairs Trading7m

Kalman Filter Introduction11m

Kalman Filter Trading Applications6m

1 ejercicio de práctica

Pairs Trading Strategy concepts

Reseñas

4.0

87 reseña

5 stars
44,54 %
4 stars
27,10 %
3 stars
14,33 %
2 stars
7,16 %
1 star
6,85 %

Principales reseñas sobre USING MACHINE LEARNING IN TRADING AND FINANCE

por LT8 de feb. de 2020

Very interesting course with integrated notebooks to learn concepts of how to apply machine learning to trading and finance

por KS7 de feb. de 2020

Video lectures were good. Expected better material for lab

por BY16 de dic. de 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.

por EF27 de feb. de 2020

Very interesting insights and new tools learned to improve trading algos and make smarter quantitative strategies

Ver todas las reseñas

Acerca de Programa especializado: Machine Learning for Trading

This 3-course Specialization from Google Cloud and New York Institute of Finance (NYIF) is for finance professionals, including but not limited to hedge fund traders, analysts, day traders, those involved in investment management or portfolio management, and anyone interested in gaining greater knowledge of how to construct effective trading strategies using Machine Learning (ML) and Python. Alternatively, this program can be for Machine Learning professionals who seek to apply their craft to quantitative trading strategies. By the end of the Specialization, you'll understand how to use the capabilities of Google Cloud to develop and deploy serverless, scalable, deep learning, and reinforcement learning models to create trading strategies that can update and train themselves. As a challenge, you're invited to apply the concepts of Reinforcement Learning to use cases in Trading. This program is intended for those who have an understanding of the foundations of Machine Learning at an intermediate level. To successfully complete the exercises within the program, you should have advanced competency in Python programming and familiarity with pertinent libraries for Machine Learning, such as Scikit-Learn, StatsModels, and Pandas; a solid background in ML and statistics (including regression, classification, and basic statistical concepts) and basic knowledge of financial markets (equities, bonds, derivatives, market structure, and hedging). Experience with SQL is recommended.

Preguntas Frecuentes

¿Cuándo podré acceder a las lecciones y tareas?
El acceso a las clases y las asignaciones depende del tipo de inscripción que tengas. Si tomas un curso en modo de oyente, verás la mayoría de los materiales del curso en forma gratuita. Para acceder a asignaciones calificadas y obtener un certificado, deberás comprar la experiencia de Certificado, ya sea durante o después de participar como oyente. Si no ves la opción de oyente:
es posible que el curso no ofrezca la opción de participar como oyente. En cambio, puedes intentar con una Prueba gratis o postularte para recibir ayuda económica.
Es posible que el curso ofrezca la opción 'Curso completo, sin certificado'. Esta opción te permite ver todos los materiales del curso, enviar las evaluaciones requeridas y obtener una calificación final. También significa que no podrás comprar una experiencia de Certificado.
¿Qué recibiré si me suscribo a este Programa especializado?
Cuando te inscribes en un curso, obtienes acceso a todos los cursos que forman parte del Programa especializado y te darán un Certificado cuando completes el trabajo. Se añadirá tu Certificado electrónico a la página Logros. Desde allí, puedes imprimir tu Certificado o añadirlo a tu perfil de LinkedIn. Si solo quieres leer y visualizar el contenido del curso, puedes auditar el curso sin costo.
¿Hay ayuda económica disponible?
Sí. En ciertos programas de aprendizaje, puedes postularte para recibir ayuda económica o una beca en caso de no poder costear los gastos de la tarifa de inscripción. Si hay ayuda económica o becas disponibles para tu selección de programa de aprendizaje, verás un enlace para postularte en la página de descripción.

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Using Machine Learning in Trading and Finance

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Qué aprenderás

Habilidades que obtendrás