Machine Learning for Factor Investing

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection.

Auteur

Guillaume Coqueret is associate professor of finance and data science at EMLYON Business School. His recent research revolves around applications of machine learning tools in financial economics.

Tony Guida is co-head of Systematic Macro at RAM Active Investments. He is the editor and co-author of Big Data and Machine Learning in Quantitative Investment.