Build Your Own AI Investor: With Machine Learning and Python, Step by Step

✍ Scribed by Lee, Damon

• Publisher: www.valueinvestingai.com
• Year: 2021
• Tongue: English
• Leaves: 281
• Edition: 2
• Category: Library

✦ Table of Contents

Preface
About This Book
Who Should Read This Book
Book Roadmap
Miscellaneous
Chapter 1 - Introduction
Investing in Stocks
Formulaic Value Investing
Value Investing with Machine Learning
Machine Learning with Python
Chapter 2 - Python Crash Course
Background for Absolute Beginners
Getting Python
Python Coding with Jupyter Notebook
Other Bits about Jupyter Notebook
Basic Arithmetic
Code Comments, Titles and Text
Variable assignment
Strings
Python Lists
Tuples
Sets
Custom Functions
Logic and Loops
Basic Loops
Booleans
Logic in Loops
Python Dictionaries
NumPy
Discounted Cash Flows
The Pandas Library
Chapter 3 - Machine Learning Introduction with Scikit-learn
What is Machine Learning?
The Data
Training the Models
Machine Learning Basics with Classification Algorithms
Decision Trees
CART Algorithm
Testing and Training sets
Cross-Validation
Measuring Success in Classification
Hyperparameters, Underfitting and Overfitting
Support Vector Machine Classification
Regression Machine Learning Algorithms
Linear Regression
Linear Regression – Regularised
Comparing Linear Models
Decision Tree Regression
Support Vector Machine Regression
K Nearest Neighbours Regressor
Ensemble Methods
Gradient Boosted Decision Trees
Feature Scaling and Machine Learning Pipelines
Standard Scaler
Power Transformers
Scikit-Learn Pipelines
Chapter 4 - Making the AI Investor
Obtaining and Processing Fundamental Financial Stock data
Getting Data and Initial Filtering
Feature Engineering (and more filtering)
Using Machine Learning to Predict Stock Performance
Linear Regression
Elastic-Net Regression
K-Nearest Neighbours
Support Vector Machine Regressor
Decision Tree Regressor
Random Forest Regressor
Gradient Boosted Decision Tree
Checking Our Regression Results So Far
Chapter 5 - AI Backtesting
Using an Example Regressor
Building the First Bits
Looping Through Each Year of a Backtest
Backtest Data for an Individual Stock
First Backtest
Investigating Back Test Results
Accounting for Chance of Default
Chapter 6 - Backtesting - Statistical Likelihood of Returns
Backtesting Loop
Is the AI any good at picking stocks?
AI Performance Projection
Chapter 7 - AI Investor Stock Picks 2021
Getting the Data Together
Making the AI Investor Pick Stocks
Final Results, Stock Selection for 2021
Discussion of 2020 Performance