Financial Analysis - Build a ChatGPT Pairs Trading Bot - Extending the Position

The lecture discusses the concept of extending trading signals, particularly when using Bollinger Bands. It explains why signals are often zero due to the asset position being between the bands. The instructor highlights the importance of extending short and long signals to capture more profit from mean-reverting signals. The lecture also covers the coding approach to implement this extension using the pandas library, specifically using the F fill function to handle missing values.

Why is it important to extend both the short and long signals?

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What is the function of F fill in pandas, and what limitation does it have?

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Describe the process of replacing zeros with NA NS before applying the F fill function.

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