Applied Machine Learning with R (Trading Use Case) - 2020

The course is designed to fully immerse you into the complete quantitative trading/finance workflow, going from hypothesis generation to data preparation, feature engineering and training testing of multiple machine learning algorithms (backtesting). It is a bootcamp designed to get you from zero to hero using R. The course is aimed at teaching about trading, giving you understanding of the differences between discretionary and quantitative trading. You will learning about different trading instruments/products or also known as asset classes.

Course elements:

• Learn about trading and the quantitative trading workflow. Develop a solid understand of what is required to do quantitative trading analysis and the advantages and disadvantages.

• Learn how to write simple and complex codes in r with some r refresher lecture. Learn how to use the quantmod package to access/load free market data from yahoo finance and other sources.

• Learn how to download futures data from NinjaTrader. Load the data in R and do data preparation and visualization.

• Explore various trading ideas/hypothesis on the web, and learn how to generate original trading ideas.

• Learn and understand what machine learning is and get a good grip of the type of machine learning algorithms available to solve different type of problems ( namely classification and regression problems).

• Code along while learning about feature engineering, write algorithms for training and testing support vector machine, naïve bayes and random forest models and use these to predict the next price direction of crude oil futures. Realize that these strategies can be used for other trading instruments/products.

• Compare the model performance and do portfolio selection by only selecting the non correlated models.

Disclaimer

This course is for educational purpose and does not constitute trading or investment advice. All content, teaching material and codes are presented with sharing and learning purpose and with no guarantee of exactness or completeness.

No past performance is indicative of future performance and the trading strategies presented here are based on hypothetical and historical backtesting. Trading futures, forex and options involves the risk of loss. Please consider carefully if trading is appropriate to your financial situation. Only risk capital you can afford to lose, and the risk of loss being substantial, you should consider carefully the inherent risks.