This chapter contains the following main sections:

• Problem Description and Objectives
• The Available Data
  • Reading the Data from the CSV File
  • Getting the Data from the Web
• Defining the Prediction Tasks
  • What to Predict?
  • Which Predictors?
  • The Prediction Tasks
  • Evaluation Criteria
• The Prediction Models
  • How Will the Training Data Be Used?
  • The Modeling Tools
• From Predictions into Actions
  • How Will the Predictions Be Used?
  • Trading-Related Evaluation Criteria
  • Putting Everything Together: A Simulated Trader
• Model Evaluation and Selection
  • Monte Carlo Estimates
  • Experimental Comparisons
  • Results Analysis
• The Trading System
  • Evaluation of the Final Test Data
  • An Online Trading System
• Summary