Key Information
About the content
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, KNN and regression trees and how to apply them to actual stock trading situations.
Syllabus
This course is composed of three _mini-courses_: - Mini-course 1: Manipulating Financial Data in Python - Mini-course 2: Computational Investing - Mini-course 3: Machine Learning Algorithms for Trading Each mini-course consists of about 7-10 short lessons. Assignments and projects are interleaved. **Fall 2015 OMS students**: There will be two tests - one midterm after mini-course 2, and one final exam.
Instructors
- Tucker Balch - Tucker is a former USAF F-15 pilot and current professor of Interactive Computing at the Georgia Institute of Technology. Dr. Balch’s research centers on Machine Learning. He teaches courses in multi-robot systems, Artificial Intelligence and Finance. Balch has published over 120 research publications. His work has been covered by CNN, Institutional Investor, the Wall Street Journal and the New York Times. Balch earned a Bachelor’s degree at Georgia Tech, a Master’s degree at UC Davis, and a Ph.D. at Georgia Tech. His graduated students work at NASA JPL, CMU, Uber, Goldman Sachs, Morgan Stanley, Citadel, AQR, and Yahoo! Finance.
Content Designer
The Georgia Institute of Technology, also known as Georgia Tech or GT, is a co-educational public research university located in Atlanta, Georgia, USA. It is part of the wider University System of Georgia network. Georgia Tech has offices in Savannah (Georgia, USA), Metz (France), Athlone (Ireland), Shanghai (China), and Singapore.
Georgia Tech's reputation is built on its engineering and computer science programmes, which are among the best in the world5,6. The range of courses on offer is complemented by programmes in the sciences, architecture, humanities and management.
Platform
Udacity is a for-profit educational organization founded by Sebastian Thrun, David Stavens, and Mike Sokolsky offering massive open online courses (MOOCs). According to Thrun, the origin of the name Udacity comes from the company's desire to be "audacious for you, the student". While it originally focused on offering university-style courses, it now focuses more on vocational courses for professionals.
