Machine Learning for Factor Investing by Guillaume Coqueret and Tony Guida

AI Machine Learning
1

Hey folks,

I’m just starting out diving into machine learning as a new self learning project this year, and stumbled across a nice free resource. I bought this book on Amazon for $70, but I found out that the authors had actually put all the content up on their website and plan to make it a living document updated regularly with new information. Seems to be pretty up to date, a lot of their citations are from papers dated in 2020. They provide datasets and notebook code examples throughout. The notebook examples are coded in R and can be run through opensource RStudio, though I know Python seems to be the hot trendy language in the industry.

Thought I would pass it along.

Machine Learning for Factor Investing
Guillaume Coqueret and Tony Guida
http://www.mlfactor.com/

datasets and code…

2

Awesome!

3

R is a good language. If I learned the history correctly, I think Pandas (a Python library) was created to copy some of the advantage that R has. So everyone recognizes the capabilities of R.

I think the book uses Caret. Caret is an easy way to try a lot of different machine learning methods quickly.

4

Thank you for the link.

I find R easier to use for statistical applications. Python may be the trendy language as it can do most of the same things as R but is better for text mining