The LSTM strategy makes use of predictions from 250 LSTM neural networks (5 models per company), while the Bollinger Bands strategy uses close price, simple moving averages and standard deviations to make buy or sell decisions. The strategies' performance has been evaluated against historic data ...
data[data['ticker']=='NIFTY-I'].close.plot(figsize=(15,7),color='b') plt.title(' Close price vs rollover % in Q1 of 2020 \n (Note: Horizontal green line marks the three month average rollover%\n \ Vertical red lines mark the expiry dates)', fontsize='xx-large' ) plt.axvlin...