CloudQuant Blog

Investing in ESG has been crazy in the past few months. A recent market-neutral backtest showed a 8.73% return (Sharpe of 4.98) for the period of January 1, 2020, to April 22, 2020.

Short-selling opportunities exist using ESG Alternative Data

In our study of Environmental, Social, and Governance (ESG) data, we looked at holding positions based upon the G&S Quotient short term price predictor score. We found that 5-day holds and 20-day holds using this score were very interesting and produced positive returns. Based on this data set we saw that you could have traded and held some of these stocks and closed your positions at the end of the day last Friday. See the charts for $ADBE, $AAPL, $MSFT, and $LDOS

Some traders are visually oriented. They need charts. As data scientists, we need to be able to present information in a way that others can understand. Presenting traders a candlestick chart is one of the best ways to transfer useful data. Blog Purpose: ✅ Demonstrate how to create a basic candlestick chart in Python 3 ✅ Demonstrate how to highlight/annotate points on the chart Topics covered in this post: Python, Plotly, OHLC, Candlestick Charts, Jupyter, Pandas, Traders