About ML4T
Machine Learning for Trading (ML4T) is the comprehensive guide to applying machine learning in financial markets. Written by Stefan Jansen, this book combines rigorous academic research with practical, production-ready implementations.
About the Author
Stefan Jansen is a data science and machine learning expert with over 20 years of experience in financial markets and technology. He has worked with leading financial institutions and technology companies, building and deploying ML systems that process billions of dollars in trading activity.
Stefan holds advanced degrees in economics and has published extensively on machine learning applications in finance. He is passionate about making cutting-edge ML techniques accessible to quantitative traders and data scientists.
The ML4T Book
Now in its 3rd edition, Machine Learning for Trading covers:
- Data sourcing and financial feature engineering
- Portfolio management and risk analysis
- Alpha factor research and backtesting
- Deep learning for trading (CNNs, RNNs, Transformers)
- Natural Language Processing for financial text
- NEW: Causal Inference for trading strategies
- NEW: Generative AI and RAG for financial analysis
- NEW: Building Autonomous Financial Agents
With over 800 pages, 28 chapters, and 150+ Jupyter notebooks, ML4T provides everything you need to design, build, and deploy ML-powered trading systems.
Contact
For inquiries about the book, consulting, or speaking engagements, please email: contact@ml3t.com