Machine Learning for Trading, 3rd Edition
Built on algoseek data
Stefan Jansen’s bestselling title on ML and systematic trading runs its intraday and derivatives case studies entirely on algoseek data. The same NASDAQ-100 minute bars and S&P 500 options live in the algoseek data sandbox.
27 chapters
/
9 case studies
/
7 asset classes
/
No credit card
The ML4T workflow
Where algoseek data does the work
Nine case studies across seven asset classes. algoseek data powers the intraday and derivatives stages at the center of the book.
01
Foundations
Market microstructure on minute bars
CH 1–5
02
Features
Intraday features · algoseek data
CH 6–10
03
Models
Sequence models · algoseek data
CH 11–15
04
Strategy
Options short-straddle · algoseek data
CH 16–20
05
Advanced AI
RL, RAG and agents
CH 21–24
06
Production
Deploy and operate
CH 25–27
The data
The data behind the book’s hardest chapters
Both datasets are hosted on an algoseek bucket and linked from the companion code repository.
Dataset
Format
Download
NASDAQ-100 minute bars
1-minute bars · 2020 to 2021 · up to 90 fields per bar
CSV
NDX
S&P 500 options & analytics
Straddle and IV-surface analytics · 2017 to 2021 · ~630 symbols
CSV
SPX
NASDAQ-100 trade and quotes
Level I tick data · 2020-03-13 and 2020-03-16
CSV
SPX
Live access
Run it in the sandbox
Up to a year of historical data across all asset classes. Use Jupyter notebooks, SQL, download data, or Excel.
- • Jupyter notebooks and SQL
- • Download data, or Excel
- • No credit card required
Why this data
The same data institutions run on
Stefan’s case studies use the data algoseek built for desks that cannot afford to be wrong.
A security master, not raw tickers
Battle-hardened and built in-house: every security tracked through mergers, splits, and delistings, with ASID, FIGI, and ISIN to cross-reference.
The data two US regulators rely on
The same pipeline serves two US regulators, bulge bracket banks, and startup funds. The data built for oversight runs the book’s case studies.
Up to 90 fields to build features from
Up to 90 quantitative fields per bar, the order-flow and pressure signals the book’s intraday features are built on. Standard bars carry ten to fifteen.
What you research on is what you deploy
One schema and one security master from sandbox to real-time. The chapter 16 to 20 strategy deploys in chapters 25 to 27 without re-mapping a thing.
Point-in-time, survivorship-bias-free
Adjusted for splits and corporate actions, point-in-time mapping returns the universe as it stood on your query date: no look-ahead, no survivors inflating the result.
Equity history since 2007
The minute bars draw on an equity archive back to 2007, the continuity institutional clients build on.
Explore the data. Build the strategy.
The same data behind the book, in your tools. No credit card required.