Financial Analysis - Build a ChatGPT Pairs Trading Bot - Return Computation Revisited (Code)

The lecture discusses changes made to use percent returns for calculating portfolio returns. It explains the process of computing cumulative returns using the cumulative product of gross returns, and highlights optional adjustments to obtain percent returns. An example with Coca-Cola and Pepsi is provided to illustrate the concept, showing how the return values change slightly with the new method.

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