Exercise

Plot returns

Lastly, we'll plot the performance of our machine-learning-generated portfolio versus just holding the SPY. We can use this as an evaluation to see if our predictions are doing well or not.

Since we already have algo_cash and spy_cash created, all we need to do is provide them to plt.plot() to display. We'll also set the label for the datasets with legend in plt.plot().

Instructions

100 XP
  • Use plt.plot() to plot the algo_cash (with label 'algo') and spy_cash (with label 'SPY').
  • Use plt.legend() to display the legend.