Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

机器学习（ML）正在改变我们生活的几乎每个方面。今天，ML算法完成了直到最近只有人类专家才能完成的任务。由于它与金融有关，现在是采用一项颠覆性技术的最激动人心的时刻，它将改变几代人的投资方式。读者将学习如何以适合ML算法的方式构建大数据；如何用ML算法对这些数据进行研究；如何使用超级计算方法；如何对你的发现进行回测，同时避免假阳性。该书解决了从业者每天面临的真实问题，并使用数学解释了科学合理的解决方案，并有代码和实例支持。读者成为积极的用户，可以在他们的特定环境中测试所提出的解决方案。本书由公认的专家和投资组合经理撰写，将为投资专业人士提供在现代金融领域取得成功所需的突破性工具。