2019-06 Coursework update

Hoo-wee. Up to assignment 4 for the Machine Learning for Trading course. A quick summary of the previous three.

  • Martingale betting strategy formulation
    • Spin the wheel, win at roulette. Evaluate betting strategy
    • Basic probability (n out of m slots)
  • Optimize a portfolio to maximize sharpe return
    • Useful methods for evaluating portfolios of securities
  • Implement and assess decision trees and boostrap aggregating methods
    • machine learning basics
    • decision trees can double as classifier and regressor