From b57ce9cc28570626f696090141ed22d5cad63ceb Mon Sep 17 00:00:00 2001 From: nprimo Date: Fri, 24 Nov 2023 14:57:46 +0000 Subject: [PATCH] feat(time-series): update expected result for ex4 question 3 --- subjects/ai/time-series/audit/README.md | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/subjects/ai/time-series/audit/README.md b/subjects/ai/time-series/audit/README.md index eb3789afb..ff80af5f0 100644 --- a/subjects/ai/time-series/audit/README.md +++ b/subjects/ai/time-series/audit/README.md @@ -166,17 +166,19 @@ An example of solution is: ###### For question 3, is the Pnl computed as: signal \* futur_return? Both series should have the same index. +The below result are obtained considering the random strategy with the with `np.random.seed = 2712` + ```console Date 1980-12-12 -0.052170 - 1980-12-15 -0.073403 + 1980-12-15 -0.000000 1980-12-16 0.024750 1980-12-17 0.029000 1980-12-18 0.061024 ... 2021-01-25 0.001679 2021-01-26 -0.007684 - 2021-01-27 -0.034985 + 2021-01-27 -0.000000 2021-01-28 -0.037421 2021-01-29 NaN Name: PnL, Length: 10119, dtype: float64