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@ -166,17 +166,19 @@ An example of solution is: |
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###### For question 3, is the Pnl computed as: signal \* futur_return? Both series should have the same index. |
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###### For question 3, is the Pnl computed as: signal \* futur_return? Both series should have the same index. |
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The below result are obtained considering the random strategy with the with `np.random.seed = 2712` |
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```console |
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```console |
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Date |
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Date |
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1980-12-12 -0.052170 |
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1980-12-12 -0.052170 |
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1980-12-15 -0.073403 |
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1980-12-15 -0.000000 |
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1980-12-16 0.024750 |
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1980-12-16 0.024750 |
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1980-12-17 0.029000 |
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1980-12-17 0.029000 |
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1980-12-18 0.061024 |
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1980-12-18 0.061024 |
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... |
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... |
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2021-01-25 0.001679 |
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2021-01-25 0.001679 |
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2021-01-26 -0.007684 |
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2021-01-26 -0.007684 |
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2021-01-27 -0.034985 |
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2021-01-27 -0.000000 |
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2021-01-28 -0.037421 |
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2021-01-28 -0.037421 |
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2021-01-29 NaN |
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2021-01-29 NaN |
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Name: PnL, Length: 10119, dtype: float64 |
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Name: PnL, Length: 10119, dtype: float64 |
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