Welcome to you all !
This GitHub page contains the materials for the course “Systematic Trading Strategies with Machine Learning Algorithms” at Imperial College Business College.
Getting Started
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The scripts are written as Jupyter notebooks and run directly in Google Colab.
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If you prefer to run the scripts on your machine, please follow the instructions in the following link: Installation instruction
Syllabus
| Date | Slides | Colab | Solution | Optional |
|---|---|---|---|---|
| 04-10-2025 | Lecture 1: Introduction to Systematic Strategies with Machine Learning | Colab1 | Solution1 | – |
| 04-24-2025 | Lecture 2: Introduction to Unsupervised Learning Techniques | Colab2 | Solution2 | Optional_Lecture_Notes Optional_Colab |
| 05-01-2025 | Lecture 3: Latent Variable Models in Financial Asset Regime Detection | Colab3 | Solution3 | Optional_Lecture_Notes Optional_Colab |
| 05-08-2025 | Lecture 4: Supervised Learning Algorithms | Colab4 | Solution4 | Optional_Colab |
| 05-09-2025 | Optional Session: Probability & Calculus Refresher | – | – | Optional_Lecture_Notes |
| 05-15-2025 | Lecture 5 (Programming Session): Enhancing Strategy Performance in Crypto Markets | Colab5 | Solution5 | – |
| 05-22-2025 | Lecture 6 (Programming Session): Introducing Variable Selection Networks | Colab6 | Solution6 | Optional_Lecture_Notes: The Adam Optimizer |
| 05-29-2025 | Lecture 7 (Part 1): Neural Networks for Interpretable Time Series Forecasting | Colab7 | Solution7 | Optional_Lecture_Notes |
| 05-30-2025 | Optional Session: Introducing deep generative models | – | – | Optional_Colab |
| 06-05-2025 | Lecture 7 (Part 2) - Review Session: Mock Exam | – | – | – |
| 06-06-2025 | Optional Session: Q&A Session | – | – | – |
| 06-12-2025 | Lecture 7 (Part 3) - Review Session - Programming Session Volatility Forecasting with Temporal Fusion Transformers | Colab8 | Solution8 | Optional_Video: DB_Management_&_SQL |
| 06-13-2025 | Optional Session: Introducing Graph Neural Networks & LLMs for decision making | – | – | Optional_Lecture_Notes Optional_Colab Optional_Reading |
In-Person Office Hours
| Date | Time | Location | Notes |
|---|---|---|---|
| Thurs 22 May | 13:00–14:00 | Business School Boardroom | Level 1, in the offices opposite LT1 |
| Thurs 22 May | 17:00–18:00 | LT2 | Same lecture theatre as class. |
| Thurs 29 May | 13:00–14:00 | CAGB 475 | From Level 1 of the Business School, go through the door by the elevators/toilets into the City and Guilds hallway. Room is on the left as you enter the main hallway. |
| Thurs 29 May | 17:00–18:00 | LT2 | Same lecture theatre as class. |
| Thurs 05 June | 13:00–14:00 | Business School Boardroom | Same location as 22 May |
| Thurs 05 June | 17:00–18:00 | LT2 | Same lecture theatre as class. |
| Thurs 12 June | 13:00–14:00 | Meeting Room 0.09 On the Basement Level of 53 Prince’s Gate | 53 Prince’s Gate is across the road, opposite the main Imperial entrance. Take the stairs down to the basement level and you will see room 0.09. |
| Thurs 12 June | 17:00–18:00 | Meeting Room 0.09 On the Basement Level of 53 Prince’s Gate | 53 Prince’s Gate is across the road, opposite the main Imperial entrance. Take the stairs down to the basement level and you will see room 0.09. |
Coursework
| Colab | Solution | Release Date | Deadline |
|---|---|---|---|
| Coursework | - | 05-16-2025 | 06-06-2025 |
Past Exams
| Title | Year | Exam | Solution |
|---|---|---|---|
| Mock Exam | 2025 | Mock Exam 2025 | Solution Mock Exam 2025 |
| Final Exam | 2025 | - | - |
MCQs
| Date | Topic | MCQ | Solution |
|---|---|---|---|
| 04-10-2025 | Lecture 1: Introduction to Systematic Strategies with Machine Learning | Quiz1_link Quiz1_pdf |
Solution1_pdf |
| 04-24-2025 | Lecture 2: Introduction to Unsupervised Learning Techniques | Quiz2_link Quiz2_pdf |
Solution2_pdf |
| 05-01-2025 | Lecture 3: Latent Variable Models in Financial Asset Regime Detection | Quiz3_link Quiz3_pdf |
Solution3_pdf |
| 05-08-2025 | Lecture 4: Supervised Learning Algorithms | Quiz4_link Quiz4_pdf |
Solution4_pdf |
| 05-15-2025 | Lecture 5 (Programming Session): Enhancing Strategy Performance in Crypto Markets | – | – |
| 05-22-2025 | Lecture 6 (Programming Session): Introducing Variable Selection Networks | – | – |
| 05-29-2025 | Lecture 7 (Part 1): Neural Networks for Interpretable Time Series Forecasting | – | – |
| 06-05-2025 | Lecture 7 (Part 2) - Review Session | – | – |
| 06-12-2025 | Lecture 7 (Part 3) - Review Session - Programming Session Volatility Forecasting with Temporal Fusion Transformers | Quiz7_link Quiz7_pdf |
Solution7_pdf |
Final Exam
| Date | Exam | Solution | Final Results |
|---|---|---|---|
| 06-18-2025 |
Contact
Should you have any inquiries about the practical implementations, don’t hesitate to email h.madmoun@ic.ac.uk