Error in MLR notebook? Trading with ML. regression

AI & Machine learning
1

Hello,



Please check the MLR notebook because the following code to calculate the return :

Df['Ret'] = (Df['Close'].shift(-1)-Df['Close'])/Df['Close']



should be :

Df['Ret'] = (Df['Close']-Df['Close'].shift(1))/Df['Close'].shift(1)



else the result is inconsistent.



Or I missed something between.



Eric

2

Hi Eric,



We are working on this and shall get back to you soon.



Thanks!

3

Hi Eric,

Thanks for pointing out the error!



We have reviewed the issue and corrected the error! The correct code as in the video lecture, plus your suggestion has been synced to the course files.