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Exercise

Plot return histograms of a backtest

Continue with the same strategy backtest result from the previous exercise. Now you would like to plot return histograms to further examine the characteristics of the return distribution.

The bt backtest result has been provided in bt_result and is ready to use. In addition, matplotlib.pyplot has been imported as plt.

Instructions 1/2
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  • 1
    • Plot the daily return histogram using bt_result, setting bins to 50.
    • 2
      • Plot the weekly return histogram using bt_result, setting bins to 50.
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