Summary

This chapter introduced the market and fundamental data sources that form the backbone of most trading strategies. You learned about the various ways to access this data and how to preprocess the raw information so that you can begin extracting trading signals using the ML techniques that we will be introducing shortly.

In the next chapter, before moving on to the design and evaluation of trading strategies and the use of ML models, we need to cover alternative datasets that have emerged in recent years and have been a significant driver of the popularity of ML for algorithmic trading.