I downloaded the notebook and ran it in my envornment. (I also found discrepancies between the online notebook and the downloded one, so I had to copy and paste some cells)
I got quite different results though.
The accuracy of the model is 45%,
Sharpe -10.81
final_return -17.92
Has anyone experienced some similar values?
Hi Luca
Thanks for your message to us and on the community page.
The "model creation" cells that you have mentioned as discrepencies are converted to RawNB format (they are not removed) on purpose in the notebook. This is done so that there are no run-time errors in case you run the notebook on our server. These notebooks require Keras installation and memory space, hence we recommend running them on your personal system.
While the files in the downloadable folder and the notebook are same, the results can be different as mentioned in the notebook and videos. The difference in results is due to the dropout layer which changes the model every time you run it.
Please let us know if you face any trouble installing Keras on your machine and further running these codes.
Thanks
Team Quantra