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Here is a link to a companion post to the Fortune article with more detail on the study: https://www.quantopian.com/posts/research-an-update-to-investing-in-wom

by jstauth 12y ago

Here is a link to a companion post to the Fortune article with more detail on the study: https://www.quantopian.com/posts/research-an-update-to-investing-in-women-led-companies https://www.quantopian.com/posts/research-an-update-to-inves... You can check out the full analysis and data set in a shared IPython notebook. The study was done over a 12 year period because that's the full length of the pricing data available in the backtester Karen was using to do the study. It would be interesting to extend the analysis back in time as well. NB: I work with Karen at Quantopian and we both have two X chromosomes :)

tomlock 12y ago
Thanks for sharing. What kind of reactions have you gotten to this research?
fsk 12y ago
If you have a Bloomberg terminal, you can get more pricing. Also, if you have a source of split-and-dividend-adjusted prices, you don't have to do a daily simulation, you can just simulate on the days when there is a buy or a sell. Also, why does the leverage vary? Shouldn't it be 1.0 every day?