Stefan Jansen Ml For Trading

---
name: stefan-jansen--ml-for-trading
description: "Machine Learning for Algorithmic Trading — complete codebase cho cuốn sách ML trading 2nd edition. 18.9K stars."
allowed-tools: Bash, Read, Write
user-invocable: true
---

Code cho cuốn 'Machine Learning for Algorithmic Trading' 2nd edition — production-grade ML pipelines cho trading.

## Topics covered

- **Data** — alternative data, feature engineering, NLP cho finance
- **Models** — linear, tree-based, deep learning, reinforcement learning
- **Strategies** — mean-reversion, momentum, pairs trading
- **Backtesting** — Zipline, vectorbt, performance evaluation
- **NLP** — sentiment analysis, earnings call analysis

## Clone & run

```bash
git clone https://github.com/stefan-jansen/machine-learning-for-trading
cd machine-learning-for-trading
conda env create -f environment.yml
conda activate ml4t
jupyter lab
```

## Source

https://github.com/stefan-jansen/machine-learning-for-trading · ⭐18.9K