GitHub - jordanehli/Weighted-R-D-Backtest: This notebook builds upon the previous R&D backtest by using a weighted average sorting variable for R&D. The sorting variable weights by market capitalization and historically using a moving average over the past 5 years. The backtest still explores different weighting strategies and tests performance against the same benchmark portfolios.

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This notebook builds upon the previous R&D backtest by using a weighted average sorting variable for R&D. The sorting variable weights by market capitalization and historically using a moving average over the past 5 years. The backtest still explores different weighting strategies and tests performance against the same benchmark portfolios.

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AnalyticalFin_Assignment_1.ipynb		AnalyticalFin_Assignment_1.ipynb
Assignment 1 Final.pptx		Assignment 1 Final.pptx
R&D Case Memo (Assignment 1).pdf		R&D Case Memo (Assignment 1).pdf