mikelaud.github.io

FinTech Machine Learning Metabook

Foreword

Part I. Foundations of FinTech ML

1. ML Programming Language

  1. Illustrated Guide to Python 3 (Matt Harrison)
  2. Intermediate Python Programming (Matt Harrison)
  3. Architecture Patterns with Python (Harry Percival, Bob Gregory)

2. ML Data Tools

  1. Python for Data Analysis (Wes McKinney)
  2. Effective Pandas: Patterns for Data Manipulation (Matt Harrison)
  3. Python Data Science Handbook (Jake VanderPlas)

3. ML Trading Platform

  1. Mastering Financial Pattern Recognition (Sofien Kaabar)
  2. Algorithmic Trading with Python (Chris Conlan)
  3. Python for Algorithmic Trading (Yves Hilpisch)

4. ML Finance

  1. Financial Theory with Python (Yves Hilpisch)
  2. Python for Finance (Yves Hilpisch)
  3. Artificial Intelligence in Finance (Yves Hilpisch)

Part II. Advances in FinTech ML

5. ML Main Libraries

  1. Introduction to Machine Learning with Python (Andreas C. Müller, Sarah Guido)
  2. Machine Learning with PyTorch and Scikit-Learn (Sebastian Raschka, Yuxi (Hayden) Liu, Vahid Mirjalili)
  3. Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow (Aurélien Géron)

6. ML Math

  1. Mathematics for Machine Learning (Marc Peter Deisenroth)
  2. Linear Algebra and Learning from Data (Gilbert Strang)
  3. Machine Learning in Finance (Matthew F. Dixon, Igor Halperin, Paul Bilokon)

7. ML FinTech

  1. Machine Learning and Data Science Blueprints for Finance (Hariom Tatsat)
  2. Advances in Financial Machine Learning (Marcos López de Prado)
  3. Machine Learning for Asset Managers (Marcos López de Prado)

Appendix A: Trading Foundation

  1. The New Trading for a Living (Alexander Elder)
  2. Come Into My Trading Room: A Complete Guide to Trading (Alexander Elder)
  3. The New Sell and Sell Short (Alexander Elder)

Appendix B: Trading Systems

  1. Quantitative Trading (Ernest P. Chan)
  2. Building Winning Algorithmic Trading Systems (Kevin J. Davey)
  3. Kurs aktivnogo treydera (A. Gerchik)

Appendix C: Trading Strategies

  1. High Probability Trading Strategies (Robert C. Miner)
  2. The New Science of Technical Analysis (Thomas R. DeMark)
  3. Long-Term Secrets to Short-Term Trading (Larry Williams)

Appendix D: Trading Algorithms

  1. Algorithmic Short Selling with Python (Laurent Bernut)
  2. Trend Following Strategies in Python (Sofien Kaabar)
  3. Contrarian Trading Strategies in Python (Sofien Kaabar)

Appendix E: Candlestick Patterns

  1. Japanese Candlestick Charting Techniques (Steve Nison)
  2. Candlestick Charting Explained (Gregory L. Morris)
  3. Beyond Candlesticks (Steve Nison)

Appendix F: DSP Techniques

  1. Rocket Science for Traders (John F. Ehlers)
  2. Cybernetic Analysis for Stocks and Futures (John F. Ehlers)
  3. Cycle Analytics for Traders (John F. Ehlers)

Appendix G: Deep Learning

  1. Deep Learning from Scratch (Seth Weidman)
  2. Generative Deep Learning (David Foster)
  3. Deep Learning and the Game of Go (Kevin Ferguson, Max Pumperla)