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().

Deze oefening maakt deel uit van de cursus

Machine Learning for Finance in Python

Cursus bekijken

Oefeninstructies

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

Praktische interactieve oefening

Probeer deze oefening eens door deze voorbeeldcode in te vullen.

# Plot the algo_cash and spy_cash to compare overall returns
plt.plot(____, ____)
plt.plot(spy_cash, label='SPY')
____  # show the legend
plt.show()

Code bewerken en uitvoeren