What does the following line do: t['strategy 1dollar] (t.shares_yesterday t.r).add(1).cumprod() You need to select all correct statements:
What does the following line do: t['strategy 1dollar] (t.shares_yesterday t.r).add(1).cumprod() You need to select all correct statements:
Computer Networking: A Top-Down Approach (7th Edition)
7th Edition
ISBN:9780133594140
Author:James Kurose, Keith Ross
Publisher:James Kurose, Keith Ross
Chapter1: Computer Networks And The Internet
Section: Chapter Questions
Problem R1RQ: What is the difference between a host and an end system? List several different types of end...
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![What does the following line do:
t['strategy 1dollar] = (t.shares_yesterday " t.r).add(1).cumprod()
You need to select all correct statements:
O t.shares_yesterday is a pandas series consisting of ones and zeroes
O if the close price of SPY is greater than the moving average in row i of table t, then
t.shares yesterday has a 1 in row i+1
O if the close price of SPY is greater than the moving average in row i of table t. then
t.shares yesterday has a 1 in rowi-1
O (t.shares yesterday tr) is a pandas series consisting of SPY returns and zeroes
O (t.shares yesterday tr is a pandas series consisting of SPY returns and oncs
O if the close price of SPY is greater than the moving average in row i of table t. then we do not
buy/hold SPY in row i, so our return in row i+1 is zero
if the close price of SPY is less than the moving average in rowi of table t then we do not
buy/hold SPY in row i so our return in Fow i1 is zero
if wc compound (t.shares vestercdlaytr) we get the total return of a strategy that on some
Bavs carns zero (we did not buy/hold the market on the previous day) and on other days
carns SPY return (we dic buy/höld the markct on the previous day](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F87f36e2f-e984-4a33-847a-7152589a4339%2Fddb33f27-6edd-42e0-a167-180918b4fd38%2Fzpjq735_processed.jpeg&w=3840&q=75)
Transcribed Image Text:What does the following line do:
t['strategy 1dollar] = (t.shares_yesterday " t.r).add(1).cumprod()
You need to select all correct statements:
O t.shares_yesterday is a pandas series consisting of ones and zeroes
O if the close price of SPY is greater than the moving average in row i of table t, then
t.shares yesterday has a 1 in row i+1
O if the close price of SPY is greater than the moving average in row i of table t. then
t.shares yesterday has a 1 in rowi-1
O (t.shares yesterday tr) is a pandas series consisting of SPY returns and zeroes
O (t.shares yesterday tr is a pandas series consisting of SPY returns and oncs
O if the close price of SPY is greater than the moving average in row i of table t. then we do not
buy/hold SPY in row i, so our return in row i+1 is zero
if the close price of SPY is less than the moving average in rowi of table t then we do not
buy/hold SPY in row i so our return in Fow i1 is zero
if wc compound (t.shares vestercdlaytr) we get the total return of a strategy that on some
Bavs carns zero (we did not buy/hold the market on the previous day) and on other days
carns SPY return (we dic buy/höld the markct on the previous day
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