so I tried to read your code in the notebook.

Hey thanks for your comment.

if pred_return or act_return are negative then we want to short the market, that is bet that it is going down. So indeed, if pred/act_return are negative and return is negative then we get a positive number (profit) because we were right that the market is going down.

act_return is supposed to show the absolute best case possible, the “actual return” on the market if you were a perfect player. So act_return will make the most mone, I put it there to see how close we could get to that

Does that make it clearer?

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