Data & Feature Engineering for Trading
11 hours
How many times have you created a strategy that performed well during backtesting, however failed to make money in the real markets? An essential course to create robust machine learning strategies which can be executed on trading platforms. This course teaches the data cleaning aspects on financial datasets and with real-world examples.
Level
Intermediate
Price Lifetime Access
₹17733₹22735(Additional 22% off)
Original Price: ₹40599
- Skills Covered
- Learning Track
- Prerequisites
- Syllabus
- About author
- Testimonials
- Faqs
Skills Covered
Course Features
- Community
Faculty Support on Community
Interactive Coding ExercisesInteractive Coding Practice
- Get Certified
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learning track 4
This course is a part of the Learning Track: Machine Learning & Deep Learning in Trading Beginners
Enroll to the entire track to enable 32.00% discount
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FOUNDATION
BEGINNER
INTERMEDIATE
learning track
Machine Learning & Deep Learning in Trading Beginners
Course Fees
₹40599₹22735
Full Learning Track
These courses are specially curated to help you with end-to-end learning of the subject.
Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.
Prerequisites
You should be familiar with basic machine learning principles such as train and test datasets. There are no prerequisites as such and anyone who is familiar with financial markets data can enroll in the course.
After this course you'll be able to
- Preprocess price data to resolve outliers, duplicate values, multiple stock classes, survivorship bias, and look-ahead bias issues.
- Work with sentiment data to identify structural break and aggregate categorical features.
- Examine fundamental data and resolve multiple data merging issues.
- Create features and target variables for machine learning models.
- Explain various challenges associated with the financial data
Syllabus
- Introduction to the CourseIn this introductory section, you will learn the importance of data engineering and feature engineering which can be used either in your personal trading or in an institutional setting. Preprocessing of the financial dataset is essential to make it suitable for analysis. Extracting features from the datasets to feed into the machine learning algorithms, and setting the target variable for a particular ML problem increases the predictive power of your algorithm.
Challenges in Financial Data Engineering
Exploratory Data Analysis in Finance
Survivorship Bias for Stock Data
- Redundant Stocks Data
- Multiple Stock Classes: One or All?
- Outliers: How to Identify and Deal With Them?
News Data: Numerical Features
- News Data: Categorical Features
- Structural Breaks in Financial Data
- Fundamental Data: Merge Them Correctly
Look-ahead Bias: Deceptive Returns
- Types of Bars: Features Extraction
- Information Bars: Market Order Imbalances
- Data Labelling for Better Outcomes
- Why Stationary Features?
- Run Codes Locally on Your Machine
- Summary
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Reviews
QUANTRA REVIEWS
9500+ user reviews on Quantra
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- 6400+Reviews from APAC Region
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- 1500+Reviews from North & South America
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- Molefe S
Manager, Standard Bank,South Africa
I really liked the course especially the Interactive Exercises. This has helped me get used to the syntax for different functions in Python. I enjoyed experimenting with the scripts in the Jupyter notebook that is integrated with the course. I also used the downloadable codes to get a hands-on experience of coding but I found the integrated notebook easier to use and experiment with the codes. The course is very well curated, nothing feels out of place, in fact, I have started to practically apply the learnings from this course in my day to day task as I deal with Data daily in my job. - Manuel Girlanda
Italy
Even though the course is introductory, it is very clearly explained. Additional resources given in the course are quite useful and easily accessible through hints. I learned the importance of data preparation, which is highly important and mandatory for a good prediction model. - André Timótheo
Brazil
The course is excellent!! It presents in an extremely clear way some contemporary concepts. - Faizan Ahmed
Australia
A good introduction to how to structure data and create features from it to best enable modelling. - Veera Raghunatha Reddy Naguru
United Kingdom
Very informative course. This course involves the importance and understanding of feature engineering. - Nishchay Dubey
India
Awesome! loved frac differentiation
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Faqs
- When will I have access to the course content, including videos and strategies?
You will gain access to the entire course content including videos and strategies, as soon as you complete the payment and successfully enroll in the course.
- Will I get a certificate at the completion of the course?
- Are there any webinars, live or classroom sessions available in the course?
- Is there any support available after I purchase the course?
- What are the system requirements to do this course?
- What is the admission criteria?
- Is there a refund available?
- Is the course downloadable?
- Can the python strategies provided in the course be immediately used for trading?
- I want to develop my own algorithmic trading strategy. Can I use a Quantra course notebook for the same?
- If I plug in the Quantra code to my trading system, am I sure to make money?
- Do you need to have knowledge of coding in order to learn through Quantra courses?
- What does "lifetime access" mean?


