Machine Learning in Trading

Table of Contents

1. Supervised Learning — Classification
2. Supervised Learning — Regression
3. Feature Engineering for Trading
4. Unsupervised Learning & Regime Detection
5. Reinforcement Learning
6. NLP & Sentiment Analysis
7. Model Validation for Trading

1. Supervised Learning — Classification

Goal: Predict direction (long / short / flat) or probability of an outcome.

Algorithm Comparison