Course Name: Trading Alphas: Mining, Optimisation, and System Design, Section No: 8, Unit No: 9, Unit type: Notebook
In the chart to compute hedge ratio, x & Y axis lables are defined as
plt.xlabel('RSP Price', fontsize=14)
plt.ylabel('SPY Price', fontsize=14)
Please note that these are not prices but the returns.
Such mistake unnecessarily confuses the readers. Please avoid these.