I just found a new free machine learning class. It is self paced and has a good amount of detail. I found this very informative and a great resource:
Machine Learning for Trading (
Offered at Georgia Tech as CS 7646
Course Summary
This course introduces students to the real world challenges of implementing machine learning based trading strategies including the algorithmic steps from information gathering to market orders. The focus is on how to apply probabilistic machine learning approaches to trading decisions. We consider statistical approaches like linear regression, KNN and regression trees and how to apply them to actual stock trading situations.
This course is composed of three mini-courses:
Mini-course 1: Manipulating Financial Data in Python
Mini-course 2: Computational Investing
Mini-course 3: Machine Learning Algorithms for Trading
Each mini-course consists of about 7-10 short lessons. Assignments and projects are interleaved.