Home / Factor research

Hands-On Machine Learning for Algorithmic Trading

Factor research★ 1,932 GitHub starsJupyter Notebook⏱ No commits in over six months

Jupyter notebooks accompanying Packt's machine learning trading book

What it is

A companion code repository for the Packt book Hands-On Machine Learning for Algorithmic Trading, organized as Jupyter Notebook folders covering chapters 1 through 20. The notebooks implement supervised, unsupervised, and reinforcement learning models to extract signals from market, fundamental, and alternative data, using pandas, NumPy, scikit-learn, Gensim, and Keras, with portfolio optimization and integration into a Quantopian trading strategy. Data analysts, data scientists, Python developers, and investment professionals with prior Python and ML knowledge are the intended audience. The code is educational research material tied to a paid book, and some examples depend on Quantopian, which readers should verify is still usable.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forStrategy research, Data analysis
MarketsUS equities, Multi-market
StackPython
Learning curveModerate learning curve
Practical valueMedium practical value
CostFree and open source
HardwareGPU optional
MaintenanceNo commits in over six months

GitHub stars, last 30 days

Daily snapshots since 2026-09-12 (up to 30 days): +8 over the period, now 1,932. Gaps mean no snapshot was taken that day.

In the author's words

Hands-On Machine Learning for Algorithmic Trading, published by Packt.

Open on GitHub ↗This week's trending tools中文页面

Similar tools