Welcome

This notebook contains my personal notes for CS7646: Machine Learning for Trading, offered at the Georgia Institute of Technology. A summary of the course follows:

This course introduces students to the real world challenges of implementing machine learning based trading strategies including the algorithmic steps from information gathering to market orders. The focus is on how to apply probabilistic machine learning approaches to trading decisions. We consider statistical approaches like linear regression, Q-Learning, KNN, and regression trees and how to apply them to actual stock trading situations.

Course links:

• https://omscs.gatech.edu/cs-7646-machine-learning-trading