Skip to content
UdemyMachine LearningPaid courseBeginner levelCertificate

Machine Learning Applied to Stock & Crypto Trading - Python (Udemy.com)

Use Unsupervised, Supervised and Reinforcement Learning techniques to gain an edge in trading Stocks, Crypto, Forex...

Created by: Shaun McDonogh

Last updated February 2024

icon
What you will learn

  • Understand hidden states and regimes for any market or asset using Hidden Markov Models
  • Discover optimum assets for pairs trading in ETF's, Stocks, Forex or Crypto using K-Means Clustering
  • Condense information from a vast array of indicators with PCA
  • Make objective future predictions on financial data with XGBOOST
  • Train an AI Reinforcement Learning agent to trade stocks with PPO
  • Test for market efficiency on any given asset
  • Become familiar with Python Libraries including Pandas, PyTorch (for deep learning) and sklearn

How it compares

Against the other 155 rated Udemy courses in Machine Learning on CourseDuck:

  • Rating4.6 out of 5higher than 81% of them
  • Reviews707#67 of 156 by number of reviews
  • Length17.8 hourslonger than 78% of them
  • Last updatedFebruary 2024more recently than 60% of them

icon
Course Description

Gain an edge in financial trading through deploying Machine Learning techniques to financial data using Python. In this course, you will:


  • Discover hidden market states and regimes using Hidden Markov Models.

  • Objectively group like-for-like ETF's for pairs trading using K-Means Clustering and understand how to capitalise on this using statistical methods like Cointegration and Zscore.

  • Make predictions on the VIX by including a vast amount of technical indicators and distilling just the useful information via Principle Component Analysis (PCA).

  • Use one of the most advanced Machine Learning algorithms, XGBOOST, to make predictions on Bitcoin price data regarding the future.

  • Evaluate performance of models to gain confidence in the predictions being made.

  • Quantify objectively the accuracy, precision, recall and F1 score on test data to infer your likely percentage edge.

  • Develop an AI model to trade a simple sine wave and then move on to learning to trade the Apple stock completely by itself without any prompt for selection positions whatsoever.

  • Build a Deep Learning neural network for both Classification and receive the code for using an LSTM neural network to make predictions on sequential data.

  • Use Python libraries such as Pandas, PyTorch (for deep learning), sklearn and more.


This course does not cover much in-depth theory. It is purely a hands-on course, with theory at a high level made for anyone to easily grasp the basic concepts, but more importantly, to understand the application and put this to use immediately.

If you are looking for a course with a lot of math, this is not the course for you.

If you are looking for a course to experience what machine learning is like using financial data in a fun, exciting and potentially profitable way, then you will likely very much enjoy this course.

icon
Udemy Discount

The discount is applied through our link. Open the course from here and Udemy's current promotional price is applied at checkout on most courses, no code to type.

Some courses are excluded from Udemy's promotions. If the price does not drop, clear your browser cookies and use the button again.

icon
Instructor Details

Shaun McDonogh

"I care about having an idea that is unusual, finding hidden gems and exposing them for those who have left the world of hype and are looking for something more real. Rinse and repeat. My teaching is an outlet for myself to put ideas into action, helping others effectively along the way and sharing for those without the same level of experience. I keep falling into other ventures, but am always happiest and most content when returning back to the teaching initiatives."

icon
More courses by Shaun McDonogh

$10.99

icon
More Machine Learning courses

Free

Free

$84.99

$129.99

$109.99

$99.99

icon
Reviews

4.6

707 ratings on Udemy

Select a bar to show only those reviews.Select the bar again to show every rating.

By Alex Hughes on 9/20/2025

A good primer for getting a basic understanding of some machine learning concepts. I personally do not like to watch code being written and would rather have more examples with time spent fine tuning and improving models. Some of the libraries used here are deprecated, like gym, or do not work like DataReader with yahoo finance. There is a bug the code in the final workbook (action variable is never set) which is not picked up and the results are not as expected which is explained away incorrectly. This is picked up by another student in the Q&A but there is no response from the teacher or subsequent correction of the course material which leads me to conclude that the course is no longer actively monitored or updated.

By OkiTrader _ on 8/6/2024

Excellent course! This course is designed for traders, offering a very applied execution with the proper amount of theory. Whenever I felt lost, the instructor provided resource recommendations that helped me get back on track. I discovered this course through his Rust GPT course. I was able to use Polars and NumPy as alternatives to Pandas throughout the course. Working through the material enabled me to learn the application's and limitations of Polars when interacting with Matplotlib, PyTorch, and XGBoost. Essentially, whenever Polars wasn't suitable, I used NumPy arrays instead.

By Andrew See on 1/26/2024

Best course on machine learning with trading I've taken on Udemy. If I had to nitpick then I would say I would have liked to see more explanation on best practices for adjusting the rewards in the reinforcement learning section. I plan to learn more about RL and circle back to the strategy to try to improve it though.

By Puranam Pradeep Picasso on 12/15/2023

out of many courses I have gone through related to machine Learning and AI in Finance, this one stands out to be the best. I suggest people to have basic idea of trading, building technical indicators/strategies, ML and AI concepts so that you can understand the level of information he has provided , that can be truly implemented in real time for making profitable algo bots. Thanks for providing such wonderful course. Only thing I would request further (not just here but 99.99% of courses) to show us how to use ML models, AI models with real-time data, like, you can connect to any test-net and show us, how to run the models which we have developed and predicted to be used in real-time. This will truly help. Thank you.

By Arthur C S Ockwell on 8/15/2023

Very easy to follow from start to finish and this course has opened my eyes to the different models I can use for Machine Learning. I have a project that I want to code and after completing this course I now feel confident that I can choose, code and test the correct model for my problem. Fair warning, the reinforcement learning section is heavy and needs full concentration and replaying parts of the lectures to get through. For me, that's OK as I am going XGBoost! My next step is to take an XGBoost specific course; this is just to build my confidence as I could, probably, build a model from this course alone. In summary: I am very happy that I purchased this course.

By Blayne Oliver on 7/6/2023

I feel humbled that someone would share this information with the world. Most successful people keep their IP to themselves, whereas Shaun is sharing it. For me personally, it's been the catalyst I needed to enter the ML Trader world. I've been trading for 6 years, and feel its time for ChatGPT to help automate my strategy. With their being so many options out there I became overwhelmed and afraid that I was allocating my time to the wrong models. This course has helped resolve my once challenges, and added answers to questions I didn't know I had yet...'as such' ;)

By Michael Enudi on 3/31/2023

As a trainer, programmer and trader, I will state: This is the best course (probably) on Udemy on the subject. The instructor is a hands on guy who just gave a tip of what he really does and not what he read. He touched on major topics that are most critical to trading - regime detection - market asset clustering (segmentation) - Dimensionality reduction - Supervised Learning. But because the course is so hands on, to get the best of this course, - one has to have known the theory around the algorithms and what they really solve. Example, I have done many types of market regime detection, so I appreciate one when I see one. - go through the materials at least twice. Once to get what the instructor is trying to do. Then doing the same yourself. Then with other instrument. What I would have love to see also here, is model deployment. Nothing is perfect but model deployment would have pushed this course into the realms of perfection.

By Irlon Terblanche on 3/16/2023

The instructor is extremely knowledgeable. One of the most knowledgeable on the topics. However, following along was difficult. I either had to open up his completed notebooks to see where he was going with his code... Or I had to watch a few videos all the way to the end before I understood what he was working towards... And then start from the beginning again, knowing what he is coding towards. That is the only reason I did not give a 5 rating. But the wealth of knowledge contained in this course is mind blowing.

By Sathya Rao on 3/5/2023

Just Awesome detailed oriented. Would help frequent output review to understand typed code. Thanks to Shaun for putting it all together. Shaun is my first choice when I'm looking for something new to learn. He has courses on niche subjects and highly good at presentations. Typing and reading out loud is not what a course is all about. Although Shaun does explain certain code-lines, the majority of them seem to be skipped due to whatever factors only Shaun knows ;-) The essence of any course is unfulfilled unless each line of code is at the least briefly explained why, where, what, which etc are the reasons for it's existance and use-case.

By Fatih Pazarbasi on 7/29/2022

This is kind of a knowledge that should never see any sunlight, you know. It is a secret of large corps and intelligent financial engineers. You feel like you must be quick to act before it becomes common knowledge after you learn some of the concepts taught in the course. o.O You will get angry at yourself when you don't fully understand what's going on but keep learning and you will achieve it! That being said the course could have been much concise because the instructor teaches you how to run his code most of the time instead of telling why things work that way. So he typing the code part is pretty much unnecessary. You are expected to go and learn bunch of side concepts on the go. But go don't really need to in order to achieve your end goal, which should be building your model with trial and error, if you're not a machine learning data scientist.

Showing all 10 reviews on CourseDuck

Read all 707 reviews on Udemy

icon
Quality Score

No CourseDuck member has rated this course yet. Taken it? Give each part a thumbs up or down.

Content Quality
/
Video Quality
/
Qualified Instructor
/
Course Pace
/
Course Depth & Coverage
/

Overall Score : 92 / 100