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[EXTERNAL] docs (sp500): fix and update resource links in documentation #3083

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Oumaimafisaoui merged 2 commits into from
Oct 6, 2025
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[EXTERNAL] docs (sp500): fix and update resource links in documentation #3083

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Update README.md
vpollo11 Oct 6, 2025
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[EXTERNAL] docs (sp500): fix and update resource links in documentation
vpollo11 Oct 6, 2025
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4 changes: 1 addition & 3 deletions subjects/ai/sp500-strategies/README.md
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Expand Up @@ -84,7 +84,7 @@ Once you'll have run the grid search on the cross validation (choose either Bloc

**The output is a DataFrame or Series with a double index ordered with the probability the stock price for asset `i` increases between d+1 and d+2.**

- (optional): [Train an RNN/LSTM](https://towardsdatascience.com/predicting-stock-price-with-lstm-13af86a74944). This is a nice way to discover and learn about recurrent neural networks. But keep in mind that there are some new neural network architectures that seem to outperform recurrent neural networks. Here is an [interesting article](https://towardsdatascience.com/the-fall-of-rnn-lstm-2d1594c74ce0) about the topic.
- (optional): [Train an RNN/LSTM](https://medium.com/@aditib259/predicting-stock-prices-using-lstms-time-series-forecasting-a-step-by-step-guide-a70ebb04bbb8). This is a nice way to discover and learn about recurrent neural networks. But keep in mind that there are some new neural network architectures that seem to outperform recurrent neural networks. Here is an [interesting article](https://medium.com/data-science/the-fall-of-rnn-lstm-2d1594c74ce0) about the topic.

#### Strategy backtesting

Expand Down Expand Up @@ -122,7 +122,6 @@ Once you'll have run the grid search on the cross validation (choose either Bloc
- Weights proportional to the machine learning signals
- invest x on asset `i` for on day
- Long and short: For those who search long short strategy on Google, don't get wrong, this has nothing to do with pair trading.

- Binary signal:
- -1: take a short position on asset `i` for 1 day
- 1: take a long position on asset `i` for 1 day
Expand All @@ -132,7 +131,6 @@ Once you'll have run the grid search on the cross validation (choose either Bloc
- 1: take a long position on asset `i` for 1 day

Notes:

- 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!

- 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.
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