Typos and other Errata

[casras111]

From reading the book below what seem like typos:

In chapter 4 repeated passage

In chapter 5 calculations of std and variance mixed:

[stefan-jansen]

Thank you! I'll keep this open in the hope that others will also contribute any errors they come across so I can fix them in the next edition.

[drsxr]

On algoseek_minute_data.ipynb Section 4 Nasdaq 100 constituents, the field date_time is incorrect and should be date_timebarstart

[stefan-jansen]

@drsx the issue was a missing inplace=True when renaming the index to date_time, which I have fixed.

[hxyue1]

Not sure if this is a typo or actually intended, but it looks like there are some inconsistencies in the TimeGAN notebook with regards to indexing for the supervisor inputs and outputs:

When training the supervisor, the mse calculation is mse(h[:, 1:, :], h_hat_supervised[:, :-1, :]), but the other two times it is mse(h[:, 1:, :], h_hat_supervised[:, 1:, :]). Is this intentional?

[dama0418]

It looks like in the script: 08_ml4t_workflow/02_vectorized_backtest.ipynb the conditions (">") applied after .rank for selecting the best long_signals and short_signals must be inverted ("<=").

[CDLim0906]

sample perhaps?