 And for each</span>
<span class="sd">    of these windows there is an accompanying target value</span>

<span class="sd">    The effect of this is to create an array of time series (which is the depth</span>
<span class="sd">    equal to the amount of instruments in the dataset) with each entry in this</span>
<span class="sd">    array having a target series in the data_y array</span>

<span class="sd">    The resulting data_X array shape:</span>
<span class="sd">    [amount of rolling windows, length of e