|
|
|
@ -1,6 +1,6 @@
|
|
|
|
|
# Financial strategies on the SP500 |
|
|
|
|
|
|
|
|
|
This documents is the correction of the project 4. Some steps are detailed in W1D5E4. TODO: replace with quest name |
|
|
|
|
This documents is the correction of the project 4. Some steps are detailed in W1D5E4. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
``` |
|
|
|
@ -125,9 +125,6 @@ project
|
|
|
|
|
### Report |
|
|
|
|
|
|
|
|
|
###### Does the report detail the features used ? |
|
|
|
|
|
|
|
|
|
###### Does the report detail the pipeline used (imputer, scaler, dimension reduction and model) ? |
|
|
|
|
|
|
|
|
|
###### Does the report detail the cross-validation used (length of train sets and validation sets and if possible the cross-validation plot) ? |
|
|
|
|
|
|
|
|
|
###### Does the report detail the strategy chosen (description, PnL plot and the strategy metrics on the train set and test set) ? |
|
|
|
|