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figures/Appendix/Figure A.1 - Comparison of MAs for AAPL closing price.png
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...ure A.10 - Smoothed and unsmoothed StochRSI series for the AAPL stock price.png
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figures/Appendix/Figure A.11 - STOCH series for the AAPL stock price.png
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figures/Appendix/Figure A.12 - ULTOSC series for the AAPL stock price.png
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figures/Appendix/Figure A.13 - WILLR series for the AAPL stock price.png
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figures/Appendix/Figure A.14 - ADOSC series for the AAPL stock price.png
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figures/Appendix/Figure A.15 - ATR series for the AAPL stock price.png
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figures/Appendix/Figure A.16 - Alpha 001 histogram and scatter plot.png
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figures/Appendix/Figure A.17 - SHAP values for common and formulaic alphas.png
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figures/Appendix/Figure A.18 - Rank correlation of performance metrics.png
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figures/Appendix/Figure A.19 - Top 25 features for each performance metric.png
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figures/Appendix/Figure A.2 - Bollinger Bands for AAPL close price in 2012.png
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figures/Appendix/Figure A.20 - Alphalens performance metric for Alpha 54.png
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figures/Appendix/Figure A.3 - Normalized Bollinger Band indicators.png
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.../Appendix/Figure A.4 - Distribution of normalized Bollinger Band indicators.png
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figures/Appendix/Figure A.6 - PLUS_DMMINUS_DM for AAPL stock price.png
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figures/Appendix/Figure A.8 - Aroon Oscillator for the AAPL stock price series.png
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...Appendix/Figure A.9 - The three MACD series for the AAPL stock price series.png
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... - How evidence updates the prior to the posterior probability distribution.png
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figures/Chapter_10/Figure 10.11 - Single-variable model predictions.png
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figures/Chapter_10/Figure 10.12 - The Bayesian SR in plate notation.png
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...e probability that the S&P 500 goes up the next day after up to 500 updates.png
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... 11.2 - Mutual information for features and returns or price move direction.png
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...2.13 - Partial dependence plots for scikit-learn GradientBoostingClassifier.png
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...e 12.4 - Hyperparameter impact for the scikit-learn gradient boosting model.png
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...- Return volatility patterns captured by the first two principal components.png
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....6 - TimeGAN output—six synthetic prices series and their real counterparts.png
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...r_21/Figure 21.7 - 250 samples of real and synthetic data in two dimensions.png
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... - Train and test performance of the time-series classifier over 250 epochs.png
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...in and test performance of the time-series prediction model over 100 epochs.png
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figures/Chapter_23/Figure 23.1 - Key elements of using ML for trading.png
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...3.1 - Usefulness and usage of alternative data (Source Ernst & Young, 2017).png
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figures/Chapter_4/Figure 4.1 - Alpha factor research and execution workflow.png
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figures/Chapter_4/Figure 4.12 - Moving average of the IC for 5-day horizon.png
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figures/Chapter_4/Figure 4.3 - Correlation between the VIX and the S&P 500.png
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figures/Chapter_4/Figure 4.4 - Bollinger Bands and relative strength index.png
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figures/Chapter_4/Figure 4.5 - Kalman filter as a graphical model.png
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figures/Chapter_4/Figure 4.6 - Kalman filter versus moving average.png
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figures/Chapter_4/Figure 4.8 - Wavelet denoising with different thresholds.png
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figures/Chapter_4/Figure 4.9 - Mean period return by factor quantile.png
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...ormation ratios for different values of breadth and information coefficient.png
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...hapter_5/Figure 5.3 - Mean-variance vs equal-weighted portfolio performance.png
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figures/Chapter_5/Figure 5.4 - Pyfolio cumulative performance plot.png
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figures/Chapter_5/Figure 5.6 - Various pyfolio plots of performance over time.png
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figures/Chapter_6/Figure 6.1 - Key steps of the machine learning workflow.png
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figures/Chapter_6/Figure 6.10 - Train, validation, and hold-out test set.png
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figures/Chapter_6/Figure 6.3 - Confusion matrix and related error metrics.png
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...ver-Operating Characteristics, Precision-Recall Curve, and F1 Scores charts.png
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figures/Chapter_6/Figure 6.5 - Pairwise scatter plots of outcome and features.png
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...res/Chapter_6/Figure 6.6 - A visual example of overfitting with polynomials.png
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...- Errors and out-of-sample predictions for polynomials of different degrees.png
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figures/Chapter_6/Figure 6.8 - Learning curves and bias-variance tradeoff.png
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figures/Chapter_7/Figure 7.12 - Mean and median daily IC for the three models.png
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figures/Chapter_7/Figure 7.4 - LinearFactorModel estimation summary.png
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figures/Chapter_7/Figure 7.5 - Residual distribution and autocorrelation plots.png
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figures/Chapter_7/Figure 7.6 - Daily and pooled IC for linear regression.png
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...y rolling average for the daily IC and RMSE for the linear regression model.png
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figures/Chapter_7/Figure 7.8 - Ridge regression cross-validation results.png
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...hapter_7/Figure 7.9 - Daily IC distribution and most important coefficients.png
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...es/Chapter_8/Figure 8.10 - Zipline backtest performance with model training.png
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figures/Chapter_8/Figure 8.3 - The backtrader Cerebro architecture.png
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figures/Chapter_8/Figure 8.6 - ML signal backtest using Zipline's Pipeline API.png
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...gure 9.1 - Time-series decomposition into trend, seasonality, and residuals.png
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...9.10 - Transformed time series industrial production and consumer sentiment.png
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figures/Chapter_9/Figure 9.12 - statsmodels VAR model diagnostic plot.png
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figures/Chapter_9/Figure 9.13 - VAR model predictions versus actuals.png
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... of heuristics, broken down by the significance of both cointegration tests.png
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.../Figure 9.3 - Descriptive statistics for transformed NASDAQ Composite index.png
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...re 9.4 - Descri ptive statistics for transformed industrial production data.png
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...Figure 9.9 - Interactions in univariate and multivariate time-series models.png
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