Once your strategy shows robust out-of-sample results (e.g., Sharpe > 1.5 over 2+ years), consider live trading.
data['target'] = data['Close'].shift(-1) / data['Close'] - 1 # next day return
Once your strategy shows robust out-of-sample results (e.g., Sharpe > 1.5 over 2+ years), consider live trading.
data['target'] = data['Close'].shift(-1) / data['Close'] - 1 # next day return
Once your strategy shows robust out-of-sample results (e.g., Sharpe > 1.5 over 2+ years), consider live trading.
data['target'] = data['Close'].shift(-1) / data['Close'] - 1 # next day return Algorithmic Trading A-Z with Python- Machine Le...