About ML4T
The definitive guide to applying machine learning in systematic trading, now in its third edition.
Stefan Jansen
Author & Quantitative Researcher
Stefan Jansen is the author of Machine Learning for Trading, now in its third edition. With over 15 years of experience in quantitative finance and machine learning, he has worked with hedge funds, asset managers, and financial institutions to build systematic trading strategies.
Background
- Author, Machine Learning for Trading (1st, 2nd, 3rd editions)
- Former Head of Data Science at a systematic hedge fund
- Contributor to open-source quantitative finance libraries
- Speaker at major quantitative finance conferences
The Evolution of ML4T
Continuously updated to reflect the latest in ML and quantitative finance
Foundations of ML for trading
Deep learning and NLP for finance
Agent-first workflow and modern stack
How I Work
ML4T is built on the principle that successful systematic trading requires a rigorous, end-to-end methodology. The workflow emphasizes reproducibility, statistical rigor, and production-readiness from day one.
Every technique in the book has been tested in real trading environments. The libraries aren't academic exercises—they're the same tools used with professional trading teams. The case studies represent realistic strategies.
My approach combines academic research with practical implementation. I believe in open-source development, transparent methodologies, and community contribution.
Working on Implementation?
If your team is implementing parts of this stack and would benefit from direct guidance, I occasionally work with select organizations on strategy development, infrastructure design, and team training.