Skip to content

v3.0.0-alpha.1 — Third Edition: Landing

Pre-release
Pre-release

Choose a tag to compare

@stefan-jansen stefan-jansen released this 19 Jun 16:13

The third edition of Machine Learning for Trading is a ground-up rebuild, organized around one end-to-end workflow: how you take a research idea and develop it into a strategy you can run — and keep running — in a live market.

The code is rolled out in batches over the coming weeks, toward the full launch in July. This first tag publishes the landing page and project map; chapters and notebooks follow part by part, each one runnable on free data when it lands.

What's here

  • The full map of the edition — 27 chapters across six workflow-aligned parts, the nine case studies, and the six production ml4t-* libraries — all described inline.
  • Links to the companion website, 112 primers, and 56 agent skills.

What's new in the third edition

  • Transaction costs and risk management as full chapters, joining portfolio construction and strategy synthesis — a raw signal carried through to a sized, cost- and risk-aware portfolio.
  • A production track: live trading systems, MLOps, and governance.
  • Generative AI and autonomous agents — RAG on filings, knowledge graphs, and multi-agent research systems.
  • A wider model toolkit, causal ML, reinforcement learning, and synthetic financial data.

What's next

Part I (data infrastructure, Chapters 1–5) lands next, followed by the rest in book order. ⭐ Watch or star the repo to follow along, and subscribe to the twice-weekly Insights newsletter.

Free Lightning Lessons — Wednesday, June 24, 2026

The live cohort course From Research to Production starts July 6, 2026.

Looking for the second edition? It is complete and stable on the second-edition branch — git checkout second-edition.


This is a pre-release. The complete third edition will ship as v3.0.0.