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3 changes: 1 addition & 2 deletions subjects/ai/time-series/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -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$.
Expand All @@ -184,7 +183,7 @@ We will backtest a **long only** strategy on Apple Inc. Long only means that we

- [Resource 3](https://www.learndatasci.com/tutorials/python-pandas-tutorial-complete-introduction-for-beginners/)

- [Resource 4](https://towardsdatascience.com/different-ways-to-iterate-over-rows-in-a-pandas-dataframe-performance-comparison-dc0d5dcef8fe)
- [Resource 4](https://medium.com/data-science/different-ways-to-iterate-over-rows-in-a-pandas-dataframe-performance-comparison-dc0d5dcef8fe)

- [Resource 5](https://www.investopedia.com/terms/b/backtesting.asp)

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