Top AI Repos — open-source AI, indexed and scored
Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Top AI Repos tracks AI repositories on GitHub and answers two different questions about each one: is it moving right now, and would you bet a product on it.
Machine Learning for finance and investment introduction
| Date | Stars |
|---|---|
| 2026-07-31 | 260 |
| 2026-08-06 | 260 |
Today
— stars today
This week
— stars this week
This month
— stars this month
Momentum
0.0
growth rate 0.00%/day
# Machine Learning For Finance # 1. Regression Based Machine Learning for Algorithmic Trading [Machine Learning for Finance, Algorithmic Trading and Investing Slides](https://github.com/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Machine%20Learning%20-%20Linear%20Regression%20for%20Algo%20Trading%20v2017-07-13.pdf) These set of slides explained the current asset management environment and the advanced of technology on asset management. Categories of Machine and Deep Learning are explained. A brief introduction on linear regression and associated assumptions are covered. Stylized statistical properties of financial time series and asset returns are presented highlighting the challenges. To ease learners to understand machine learning, linear regression has been used as the conduit. Firstly, the shortcoming of linear regression is highlighted. We then follow by the steps of model building and covering concepts such as hyperparameters, cross-validation, model validation, bias-variance tradeoff. The 6 stages of professional quant strategy is also covered to provide some perspective on where machine learning fits in. # 1.1 Pairs Trading & Machine Learning ## Linear Regression [A Walk Through on How to Design Your Own Pairs Trading Using Linear Model](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs_Trading_and_Linear_Regression.ipynb) [Notebook - Introduction to Linear Regression and Machine Learning Model Building Process](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Linear%20Regression.ipynb) ## Moving to Backtesting ### Statsmodel - Linear Regression [Quantopian IDE codes for Pairs Trading using Linear Regression Model - statsmodel Pre 2008](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20statsmodels%20Linear%20Pre%202008.py) and [Quantopian IDE codes for Pairs Trading using Linear Regression Model - statsmodel Post 2008](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20statsmodels%20Linear%20Post%202008.py) This backtest utilise Python statsmodel to build the linear regression model. We then move on to illustrate how one can use the Python scikit-learn model to do likewise. ### scikit-learn - Linear Regression [Quantopian IDE codes for Pairs Trading using Linear Regression Model - scikit-learn](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20scikit-learn%20Linear.py) ### scikit-learn - Lasso Regression [Lasso Regression](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20-%20Lasso%20Regression.py) ### scikit-learn - Ridge Regression [Ridge Regression](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20-%20Ridge%20Regression.py) ### scikit-learn - Bayesian Ridge Regression [Bayesian Ridge Regression](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%20Learning%20for%20Algorithmic%20Trading/Pairs%20Trading%20-%20Bayesian%20Ridge%20Regression.py) ### scikit-learn - ElasticNet Regression [ElasticNet Regression](https://nbviewer.jupyter.org/github/anthonyng2/Machine-Learning-For-Finance/blob/master/Regression%20Based%20Machine%2
Excerpt of 6,111 characters
Read on GitHubWould you bet a product on this? Bounded 0–100 and slow moving.
matched fp:f9f6e0e37ba783b2, llm:description: 'Machine Learning for finance and investment introduction' (no topics provided)
matched fp:f9f6e0e37ba783b2, llm:description: 'Machine Learning for finance and investment introduction' (no topics provided)
matched fp:f9f6e0e37ba783b2, llm:description: 'Machine Learning for finance and investment introduction' (no topics provided)