Excellent work on this. I wanted to evaluate the performance of your models on some other index. I took a look at your data csv files, and found the column names (",datadate,tic,prccd,ajexdi,prcod,prchd,prcld,cshtrd")
I understand what the ticker and datadate represent, but could you elaborate on the other ones?
I would also appreciate a more detailed explanation of the backtesting process, I found the script a little bit sparse, are you simply comparing model result CSVs against the index average?
Hello,
Excellent work on this. I wanted to evaluate the performance of your models on some other index. I took a look at your data csv files, and found the column names (",datadate,tic,prccd,ajexdi,prcod,prchd,prcld,cshtrd") I understand what the ticker and datadate represent, but could you elaborate on the other ones?
I would also appreciate a more detailed explanation of the backtesting process, I found the script a little bit sparse, are you simply comparing model result CSVs against the index average?
Thank you!