more typos

notebooks/04_backtest_and_performance.ipynb

@@ -787,7 +787,7 @@
     "\n",
     "### When Sortino > Sharpe\n",
     "\n",
-    "A strategy with occasional large positive surprises will have Sortino noticeably higher than Sharpe. A strategy with symmetric volatility (gains and losses of similar magnitude) will have Sortino ≈ Sharpe. Big gap between them tells you the return distribution is positively skewed.\n",
+    "A strategy with occasional large positive surprises will have Sortino noticeably higher than Sharpe. A strategy with symmetric volatility (gains and losses of similar magnitude) will have Sortino $\\approx$ Sharpe. Big gap between them tells you the return distribution is positively skewed.\n",
     "\n",
     "---\n",
     "\n",
@@ -808,8 +808,8 @@
     "$$V_t = \\prod_{s=1}^{t}(1 + r_{p,s}) = (1+r_1)(1+r_2)\\cdots(1+r_t)$$\n",
     "\n",
     "This is **compounding**. Start with $\\$1$. Each month, multiply by $(1 + r_s)$:\n",
-    "- Return $+5\\%$ → multiply by $1.05$\n",
-    "- Return $-3\\%$ → multiply by $0.97$\n",
+    "- Return $+5\\%$ $\\rightarrow$ multiply by $1.05$\n",
+    "- Return $-3\\%$ $\\rightarrow$ multiply by $0.97$\n",
     "\n",
     "$V_t$ is the value of your $\\$1$ at the end of month $t$. If $V_t = 1.50$, your $\\$1$ has grown to $\\$1.50$.\n",
     "\n",