Machine learning & adaptive decisions
Build causal datasets, learn useful forecasts and evaluate sequential policies.
Build understanding through notation, hand calculations, Python examples and checks of the assumptions.
Machine Learning for Quantitative Strategy Development
Choose a useful decision, build an honest dataset, and connect model output to net portfolio value.
8 lessons · labels · regression · classification · trees · calibration · representations
Deep Learning: Sequences, Representations & Financial Decisions
Understand the operations inside the network, then test whether added capacity earns its complexity.
6 lessons · backpropagation · causal CNNs · LSTM · attention · fine-tuning · text
Reinforcement Learning for Trading & Execution
Model decisions through time, design the environment carefully, and test the policy’s assumptions.
8 lessons · MDPs · Bellman equations · Q-learning · policy gradients · offline evaluation
Alternative Data: Measurement, Text & Incremental Value
Turn an unusual dataset into a testable measurement before calling it an edge.
8 lessons · text · event timing · panels · measurement error · incremental forecasts · data costs