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Exercise

Making the strategy table

Before you implement a strategy, you should first create a strategy table containing all the possible acceptance rates you wish to look at along with their associated bad rates and threshold values. This way, you can begin to see each part of your strategy and how it affects your portfolio.

Automatically calculating all of these values only requires a for loop, but requires many lines of python code. Don't worry, most of the code is already there. Remember the calculations for threshold and bad rate.

The array accept_rates has already been populated and loaded into the workspace along with the data frames preds_df_gbt and test_pred_df. The arrays thresholds and bad_rates have not been populated.

Instructions 1/3

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  • Print the contents of accept_rates.