What about the boot proposed in Robot Wealth:
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments
Did anyone get it?
I have tried to find out an ebook version, but unfortunately it looks only available on paper. Which is not very comfortable, but it is still acceptable :-)
I've read it and really liked it. Even though I studied the topic at college the book taught me a lot. I think I've seen some OCRed version online. However it's more like a user manual for TSSB than a regular ML book.