You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Copy file name to clipboardExpand all lines: subjects/ai/sp500-strategies/README.md
-2Lines changed: 0 additions & 2 deletions
Display the source diff
Display the rich diff
Original file line number
Diff line number
Diff line change
@@ -122,7 +122,6 @@ Once you'll have run the grid search on the cross validation (choose either Bloc
122
122
- Weights proportional to the machine learning signals
123
123
- invest x on asset `i` for on day
124
124
- Long and short: For those who search long short strategy on Google, don't get wrong, this has nothing to do with pair trading.
125
-
126
125
- Binary signal:
127
126
- -1: take a short position on asset `i` for 1 day
128
127
- 1: take a long position on asset `i` for 1 day
@@ -132,7 +131,6 @@ Once you'll have run the grid search on the cross validation (choose either Bloc
132
131
- 1: take a long position on asset `i` for 1 day
133
132
134
133
Notes:
135
-
136
134
- Warning! When you don't invest on all stock as in the binary signal or the ternary signal, make sure that you are still investing $1 per day!
137
135
138
136
- In order to simplify the **short position** we consider that this is the opposite of a long position. Example: I take a short one AAPL stock and the price decreases by $20 on one day. I earn $20.
0 commit comments