About This Course
This course is a good intro guide for individuals who want to develop quantitative trading strategies. It covers machine learning techniques, as well as the rationale of investing strategy development. To ease you into the machine lingo, the course starts with Linear Regression. The assumptions of linear regression are highlighted to demonstrate the challenges and danger of blindly applying machine learning to investment without proper care and considerations to the nuances of financial time series. More advanced topics of cross-validation, model validation, penalized regression - Lasso, Ridge, and ElasticNet, Kalman Filter, back test, professional Quant work flow, cross-sectional and time-series momentum are also explained in details.