Machine Learning for Algorithmic Trading, 2nd Edition
The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This thoroughly revised and expanded 2nd edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This edition introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this workflow using examples that range from linear models and tree-based ensembles to deep-learning techniques from the cutting edge of the research frontier. This revised version shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable a machine learning model to predict returns f ...
The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This thoroughly revised and expanded 2nd edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This edition introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this workflow using examples that range from linear models and tree-based ensembles to deep-learning techniques from the cutting edge of the research frontier. This revised version shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable a machine learning model to predict returns f ...
The Economics of Data, Analytics, and Digital Transformation
In today's digital era, every organization has data, but just possessing enormous amounts of data is not a sufficient market discriminator. The Economics of Data, Analytics, and Digital Transformation aims to provide actionable insights into the real market discriminators, including an organization's data-fueled analytics products that inspire innovation, deliver insights, help make practical decisions, generate value, and produce mission success for the enterprise. The book begins by first building your mindset to be value-driven and introducing the Big Data Business Model Maturity Index, its maturity index phases, and how to navigate the index. You will explore value engineering, where you will learn how to identify key business initiatives, stakeholders, advanced analytics, data sources, and instrumentation strategies that are essential to data science success. The book will help you accelerate and optimize your company's operations through AI and machine learning. By the end ...
In today's digital era, every organization has data, but just possessing enormous amounts of data is not a sufficient market discriminator. The Economics of Data, Analytics, and Digital Transformation aims to provide actionable insights into the real market discriminators, including an organization's data-fueled analytics products that inspire innovation, deliver insights, help make practical decisions, generate value, and produce mission success for the enterprise. The book begins by first building your mindset to be value-driven and introducing the Big Data Business Model Maturity Index, its maturity index phases, and how to navigate the index. You will explore value engineering, where you will learn how to identify key business initiatives, stakeholders, advanced analytics, data sources, and instrumentation strategies that are essential to data science success. The book will help you accelerate and optimize your company's operations through AI and machine learning. By the end ...
Azure Arc-Enabled Data Services Revealed
Get introduced to Azure Arc-enabled data services and the powerful capabilities they provide to deploy and manage local, on-premises, and hybrid cloud data resources using the same centralized management and tooling you get from the Azure cloud. This book shows how you can deploy and manage databases running on SQL Server and Posgres in your corporate data center as if they were part of the Azure platform. You will learn how to benefit from the centralized management that Azure provides, the automated rollout of patches and updates, and more. This book is the perfect choice for anyone looking for a hybrid or multi-vendor cloud strategy for their data estate. The authors walk you through the possibilities and requirements to get services such as Azure SQL Managed Instance and PostgresSQL Hyperscale, deployed outside of Azure, so the services are accessible to companies that cannot move to the cloud or do not want to use the Microsoft cloud exclusively. The technology described in thi ...
Get introduced to Azure Arc-enabled data services and the powerful capabilities they provide to deploy and manage local, on-premises, and hybrid cloud data resources using the same centralized management and tooling you get from the Azure cloud. This book shows how you can deploy and manage databases running on SQL Server and Posgres in your corporate data center as if they were part of the Azure platform. You will learn how to benefit from the centralized management that Azure provides, the automated rollout of patches and updates, and more. This book is the perfect choice for anyone looking for a hybrid or multi-vendor cloud strategy for their data estate. The authors walk you through the possibilities and requirements to get services such as Azure SQL Managed Instance and PostgresSQL Hyperscale, deployed outside of Azure, so the services are accessible to companies that cannot move to the cloud or do not want to use the Microsoft cloud exclusively. The technology described in thi ...
Data Parallel C++
Learn how to accelerate C++ programs using data parallelism. This open book enables C++ programmers to be at the forefront of this exciting and important new development that is helping to push computing to new levels. It is full of practical advice, detailed explanations, and code examples to illustrate key topics. Data parallelism in C++ enables access to parallel resources in a modern heterogeneous system, freeing you from being locked into any particular computing device. Now a single C++ application can use any combination of devices - including GPUs, CPUs, FPGAs and AI ASICs - that are suitable to the problems at hand. This book teaches data-parallel programming using C++ and the SYCL standard from the Khronos Group and walks through everything needed to use SYCL for programming heterogeneous systems. The book begins by introducing data parallelism and foundational topics for effective use of SYCL and Data Parallel C++ (DPC++), the open source compiler used in this book. La ...
Learn how to accelerate C++ programs using data parallelism. This open book enables C++ programmers to be at the forefront of this exciting and important new development that is helping to push computing to new levels. It is full of practical advice, detailed explanations, and code examples to illustrate key topics. Data parallelism in C++ enables access to parallel resources in a modern heterogeneous system, freeing you from being locked into any particular computing device. Now a single C++ application can use any combination of devices - including GPUs, CPUs, FPGAs and AI ASICs - that are suitable to the problems at hand. This book teaches data-parallel programming using C++ and the SYCL standard from the Khronos Group and walks through everything needed to use SYCL for programming heterogeneous systems. The book begins by introducing data parallelism and foundational topics for effective use of SYCL and Data Parallel C++ (DPC++), the open source compiler used in this book. La ...
Reinforcement Learning
Reinforcement learning (RL) will deliver one of the biggest breakthroughs in AI over the next decade, enabling algorithms to learn from their environment to achieve arbitrary goals. This exciting development avoids constraints found in traditional machine learning (ML) algorithms. This practical book shows data science and AI professionals how to learn by reinforcement and enable a machine to learn by itself. Author Phil Winder of Winder Research covers everything from basic building blocks to state-of-the-art practices. You'll explore the current state of RL, focus on industrial applications, learn numerous algorithms, and benefit from dedicated chapters on deploying RL solutions to production. This is no cookbook; doesn't shy away from math and expects familiarity with ML. Learn what RL is and how the algorithms help solve problems; Become grounded in RL fundamentals including Markov decision processes, dynamic programming, and temporal difference learning; Dive deep into a ran ...
Reinforcement learning (RL) will deliver one of the biggest breakthroughs in AI over the next decade, enabling algorithms to learn from their environment to achieve arbitrary goals. This exciting development avoids constraints found in traditional machine learning (ML) algorithms. This practical book shows data science and AI professionals how to learn by reinforcement and enable a machine to learn by itself. Author Phil Winder of Winder Research covers everything from basic building blocks to state-of-the-art practices. You'll explore the current state of RL, focus on industrial applications, learn numerous algorithms, and benefit from dedicated chapters on deploying RL solutions to production. This is no cookbook; doesn't shy away from math and expects familiarity with ML. Learn what RL is and how the algorithms help solve problems; Become grounded in RL fundamentals including Markov decision processes, dynamic programming, and temporal difference learning; Dive deep into a ran ...
Mastering Kafka Streams and ksqlDB
Working with unbounded and fast-moving data streams has historically been difficult. But with Kafka Streams and ksqlDB, building stream processing applications is easy and fun. This practical guide shows data engineers how to use these tools to build highly scalable stream processing applications for moving, enriching, and transforming large amounts of data in real time. Mitch Seymour, data services engineer at Mailchimp, explains important stream processing concepts against a backdrop of several interesting business problems. You'll learn the strengths of both Kafka Streams and ksqlDB to help you choose the best tool for each unique stream processing project. Non-Java developers will find the ksqlDB path to be an especially gentle introduction to stream processing. Learn the basics of Kafka and the pub/sub communication pattern; Build stateless and stateful stream processing applications using Kafka Streams and ksqlDB; Perform advanced stateful operations, including windowed joi ...
Working with unbounded and fast-moving data streams has historically been difficult. But with Kafka Streams and ksqlDB, building stream processing applications is easy and fun. This practical guide shows data engineers how to use these tools to build highly scalable stream processing applications for moving, enriching, and transforming large amounts of data in real time. Mitch Seymour, data services engineer at Mailchimp, explains important stream processing concepts against a backdrop of several interesting business problems. You'll learn the strengths of both Kafka Streams and ksqlDB to help you choose the best tool for each unique stream processing project. Non-Java developers will find the ksqlDB path to be an especially gentle introduction to stream processing. Learn the basics of Kafka and the pub/sub communication pattern; Build stateless and stateful stream processing applications using Kafka Streams and ksqlDB; Perform advanced stateful operations, including windowed joi ...
MATLAB Recipes, 2nd Edition
Learn from state-of-the-art examples in robotics, motors, detection filters, chemical processes, aircraft, and spacecraft. With this book you will review contemporary MATLAB coding including the latest MATLAB language features and use MATLAB as a software development environment including code organization, GUI development, and algorithm design and testing. Features now covered include the new graph and digraph classes for charts and networks; interactive documents that combine text, code, and output; a new development environment for building apps; locally defined functions in scripts; automatic expansion of dimensions; tall arrays for big data; the new string type; new functions to encode/decode JSON; handling non-English languages; the new class architecture; the Mocking framework; an engine API for Java; the cloud-based MATLAB desktop; the memoize function; and heatmap charts. MATLAB Recipes: A Problem-Solution Approach, Second Edition provides practical, hands-on code snipp ...
Learn from state-of-the-art examples in robotics, motors, detection filters, chemical processes, aircraft, and spacecraft. With this book you will review contemporary MATLAB coding including the latest MATLAB language features and use MATLAB as a software development environment including code organization, GUI development, and algorithm design and testing. Features now covered include the new graph and digraph classes for charts and networks; interactive documents that combine text, code, and output; a new development environment for building apps; locally defined functions in scripts; automatic expansion of dimensions; tall arrays for big data; the new string type; new functions to encode/decode JSON; handling non-English languages; the new class architecture; the Mocking framework; an engine API for Java; the cloud-based MATLAB desktop; the memoize function; and heatmap charts. MATLAB Recipes: A Problem-Solution Approach, Second Edition provides practical, hands-on code snipp ...
Pro Cryptography and Cryptanalysis with C++20
Develop strong skills and a passion for writing cryptography algorithms and security schemes/modules using C++ 20 and its new features. You will find the right methods of writing advanced cryptographic algorithms (such as, elliptic curve cryptography algorithms, lattice-based cryptography, searchable encryption, and homomorphic encryption), examine internal cryptographic mechanisms, and discover common ways in which the algorithms could be implemented and used correctly in practice. The authors avoid the complexities of the mathematical background by explaining its mathematical basis in terms that a programmer can easily understand. They show how "bad" cryptography creeps in during implementation and what "good" cryptography should look like. They do so by showing and comparing the advantages and disadvantages based on processing time, execution time, and reliability. ...
Develop strong skills and a passion for writing cryptography algorithms and security schemes/modules using C++ 20 and its new features. You will find the right methods of writing advanced cryptographic algorithms (such as, elliptic curve cryptography algorithms, lattice-based cryptography, searchable encryption, and homomorphic encryption), examine internal cryptographic mechanisms, and discover common ways in which the algorithms could be implemented and used correctly in practice. The authors avoid the complexities of the mathematical background by explaining its mathematical basis in terms that a programmer can easily understand. They show how "bad" cryptography creeps in during implementation and what "good" cryptography should look like. They do so by showing and comparing the advantages and disadvantages based on processing time, execution time, and reliability. ...
How the Internet Really Works
The internet has profoundly changed interpersonal communication, but most of us don't really understand how it works. What enables information to travel across the internet? Can we really be anonymous and private online? Who controls the internet, and why is that important? And… what's with all the cats? How the Internet Really Works answers these questions and more. Using clear language and whimsical illustrations, the authors translate highly technical topics into accessible, engaging prose that demystifies the world's most intricately linked computer network. Alongside a feline guide named Catnip, you'll learn about: - The "How-What-Why" of nodes, packets, and internet protocols; - Cryptographic techniques to ensure the secrecy and integrity of your data; - Censorship, ways to monitor it, and means for circumventing it; - Cybernetics, algorithms, and how computers make decisions; - Centralization of internet power, its impact on democracy, and how it hurts human rights; - ...
The internet has profoundly changed interpersonal communication, but most of us don't really understand how it works. What enables information to travel across the internet? Can we really be anonymous and private online? Who controls the internet, and why is that important? And… what's with all the cats? How the Internet Really Works answers these questions and more. Using clear language and whimsical illustrations, the authors translate highly technical topics into accessible, engaging prose that demystifies the world's most intricately linked computer network. Alongside a feline guide named Catnip, you'll learn about: - The "How-What-Why" of nodes, packets, and internet protocols; - Cryptographic techniques to ensure the secrecy and integrity of your data; - Censorship, ways to monitor it, and means for circumventing it; - Cybernetics, algorithms, and how computers make decisions; - Centralization of internet power, its impact on democracy, and how it hurts human rights; - ...
Dive Into Algorithms
Dive Into Algorithms is a wide-ranging, Pythonic tour of many of the world's most interesting algorithms. With little more than a bit of computer programming experience and basic high-school math, you'll explore standard computer science algorithms for searching, sorting, and optimization; human-based algorithms that help us determine how to catch a baseball or eat the right amount at a buffet; and advanced algorithms like ones used in machine learning and artificial intelligence. You'll even explore how ancient Egyptians and Russian peasants used algorithms to multiply numbers, how the ancient Greeks used them to find greatest common divisors, and how Japanese scholars in the age of samurai designed algorithms capable of generating magic squares. You'll explore algorithms that are useful in pure mathematics and learn how mathematical ideas can improve algorithms. You'll learn about an algorithm for generating continued fractions, one for quick calculations of square roots, and anot ...
Dive Into Algorithms is a wide-ranging, Pythonic tour of many of the world's most interesting algorithms. With little more than a bit of computer programming experience and basic high-school math, you'll explore standard computer science algorithms for searching, sorting, and optimization; human-based algorithms that help us determine how to catch a baseball or eat the right amount at a buffet; and advanced algorithms like ones used in machine learning and artificial intelligence. You'll even explore how ancient Egyptians and Russian peasants used algorithms to multiply numbers, how the ancient Greeks used them to find greatest common divisors, and how Japanese scholars in the age of samurai designed algorithms capable of generating magic squares. You'll explore algorithms that are useful in pure mathematics and learn how mathematical ideas can improve algorithms. You'll learn about an algorithm for generating continued fractions, one for quick calculations of square roots, and anot ...