Financial Analysis - Build a ChatGPT Pairs Trading Bot - Correcting How We Measure Strategy Performance

The video tutorial discusses errors in calculating portfolio returns using ChatGPT. It highlights the incorrect use of percentage returns and suggests using gross or log returns for accurate cumulative calculations. ChatGPT's response is analyzed, pointing out its partial correctness. The tutorial provides code examples for computing log returns and suggests more numerically stable alternatives. It concludes with a summary of corrections and emphasizes the importance of using the right methods for return calculations.

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