Machine learning and the growing availability of diverse financial data has created powerful and exciting new approaches to quantitative investment. In this liveProject, you’ll step into the role of a data scientist for a hedge fund to deliver a machine learning model that can inform a profitable trading strategy.
You’ll go hands-on to build an end-to-end strategy workflow that includes sourcing market data, engineering predictive features, and designing and comparing various ML models. Throughout the liveProject you will work with libraries and tools from the industry-standard Python data ecosystem. You’ll tackle challenges such as training a regularized linear regression model, tuning a gradient boosting ML model, and evaluating the performance of your strategy—all essential skills for success in this highly lucrative area of machine learning.
This project is designed for learning purposes and is not a complete, production-ready application or solution.