chore : fix prettier fmt

Author: vpollo11

subjects/ai/time-series/README.md

@@ -158,7 +158,6 @@ We will backtest a **long only** strategy on Apple Inc. Long only means that we
      - On the 2010-01-02 I receive `0` before the market closes meaning that,, if I trust the signal, the close price of day d+1 will not increase. I should not buy the stock.
 
 3. Backtest the signal created in Question 2. Here are some assumptions made to backtest this signal:
-
    - When, at date d, the signal equals 1 we buy 1$ of stock just before the market closes and we sell the stock just before the market closes the next day.
    - When, at date d, the signal equals 0, we do not buy anything.
    - The profit is not reinvested, when invested, the amount is always 1$.