From e31f8d0de844beee80a8c58b0bf2820beb3722b9 Mon Sep 17 00:00:00 2001
From: brad-gh <32170926+brad-gh@users.noreply.github.com>
Date: Sun, 30 Oct 2022 19:59:42 -0400
Subject: [PATCH] explain the data files and how to split them

---
 projects/project4/README.md | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/projects/project4/README.md b/projects/project4/README.md
index 3cfeb7b..efcd024 100644
--- a/projects/project4/README.md
+++ b/projects/project4/README.md
@@ -25,6 +25,8 @@ Note: Financial data can be complex and tricky to analyse for a lot of reasons.
 
 Note: Financial data can be complex and tricky to analyse for a lot of reasons. In order to focus on Time Series forecasting, the project gives access to a "simplified" financial dataset. For instance, we consider the composition of the SP500 remains similar over time which is not true and which introduces a "survivor bias". Plus, the data during covid-19 was removed because it may have a significant impact on the backtesting. 
 
+Note: Financial data can be complex and tricky to analyse for a lot of reasons. In order to focus on Time Series forecasting, the project gives access to a "simplified" financial dataset. For instance, we consider the composition of the SP500 remains similar over time which is not true and which introduces a "survivor bias". Plus, the data during covid-19 was removed because it may have a significant impact on the backtesting. 
+
 **"No leakage" small guide:**
 We assume it is day D and we want to take a position on the next h days on the next day. The position starts on day D+1 (included). To decide wether we take a short or long position the return between day D+1 and D+2 is computed and used as a target. Finally, as features on day contain information until day D 11:59pm, target need to be shifted. As a result, the final dataframe schema is: