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Comments for Project Report March 22, 2017 #1

Open ryszard314159 opened 7 years ago

ryszard314159 commented 7 years ago
  1. Nice formatting!
  2. You should have a "References" section and list all (or most :) of the resources you are using, including your sources of trading strategies and terminology, most relevant R packages, data sources, etc.
  3. You may include "Glossary" section and compile in it the most relevant financial jargon/terminology you are using e.g. "risk-adjusted", "oscillator", "with a 3-days lookback period", "SMA", "SMA200", "SMA300", "reversion", "Rf", "Risk-free rate" etc.
  4. "For that, it builds a model" - the project does not build a model, you can use either "I" or "we" here e.g. "In order to accomplish this we build a model ..."
  5. "which gives better results when constantly trained" - better than what?
  6. "After applying those indicators to the stocks, there are some periods of time during which none of the indicators seem to be right." - What do you mean by that? You need to be more specific, so the reader can easily understand. You can point to specific sections on the plots, etc.
  7. "currency is US dollar" - you can add "[USD]" on y-axis labels
  8. "The analysis is done on 13 years" - on all plots you have Jan 2000 to Jan 2016, which together is somewhat confusing
  9. You are using two stocks (AEP and CHK), but in tables you have "stockOne" and "stockTwo", why not just keep original names?
  10. Number Figures and add captions to them
  11. You can probably round numbers in tables (e.g. 0.3554813 to 0.36, etc) without losing relevant information, and gain some readability.
  12. "sharpe ratio" should be probably capitalized i.e. "Sharpe ratio"
  13. About CONCLUSION: it is not clear which strategy worked better in this exercise. You end with some questions/suggestions - maybe you can separate this either in new section? I would be also probably better, instead of ending with such questions to suggest future directions, what could you do (given more time, etc) to have more confidence in the outcome e.g. more stocks, more different strategies, etc.
dkamning commented 7 years ago

Hi Ryszard,

I updated my report (new version attached https://github.com/dkamning/Springboard-Foundations-of-Data-Science-Workshop/tree/master/Capstone/Final/ProjectReport.pdf) thanks to your feedback and I started drafting my presentation that you can check here https://github.com/dkamning/Springboard-Foundations-of-Data-Science-Workshop/blob/master/Capstone/Final/Presentation/Presentation-slidify/ProjectPresentation.html

Sincerely, Diane

2017-03-22 21:59 GMT-04:00 ryszard314159 notifications@github.com:

  1. Nice formatting! 2.You should have a "References" section and list all (or most :) of the resources you are using, including your sources of trading strategies and terminology, most relevant R packages, data sources, etc.
  2. You may include "Glossary" section and compile in it the most relevant financial jargon/terminology you are using e.g. "risk-adjusted", "oscillator", "with a 3-days lookback period", "SMA", "SMA200", "SMA300", "reversion", "Rf", "Risk-free rate" etc.
  3. "For that, it builds a model" - the project does not build a model, you can use either "I" or "we" here e.g. "In order to accomplish this we build a model ..."
  4. "which gives better results when constantly trained" - better than what?
  5. "After applying those indicators to the stocks, there are some periods of time during which none of the indicators seem to be right." - What do you mean by that? You need to be more specific, so the reader can easily understand. You can point to specific sections on the plots, etc.
  6. "currency is US dollar" - you can add "[USD]" on y-axis labels
  7. "The analysis is done on 13 years" - on all plots you have Jan 2000 to Jan 2016, which together is somewhat confusing
  8. You are using two stocks (AEP and CHK), but in tables you have "stockOne" and "stockTwo", why not just keep original names?
  9. Number Figures and add captions to them
  10. You can probably round numbers in tables (e.g. 0.3554813 to 0.36, etc) without losing relevant information, and gain some readability.
  11. "sharpe ratio" should be probably capitalized i.e. "Sharpe ratio"
  12. About CONCLUSION: it is not clear which strategy worked better in this exercise. You end with some questions/suggestions - maybe you can separate this either in new section? I would be also probably better, instead of ending with such questions to suggest future directions, what could you do (given more time, etc) to have more confidence in the outcome e.g. more stocks, more different strategies, etc.

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