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Female CEOs - A Sector Neutral Version - It's clone-able!
Karen Rubin
posted Jun 11, 2015

Previously I shared my research notebook that looked at investing in female CEOs.

I've recently completed a sector neutral version of this algorithm which attempts to remove the bias you can see in this chart. Roughly 30% of my portfolio is invested in consumer companies. I wanted to make sure that the performance of the algo wasn't due to outsized performance in the consumer sector.

Also included in this notebook are two other versions. One which removes Yahoo, to see how the Alibaba investment impacted the performance of the algo, and the other which removes the top and bottom performers.

Clone This

Additionally, cloning is now working for research. If you have access to the research platform, you should see a clone button below this text. You can now clone this notebook and do your own work to improve (or disprove) the algorithm. The data is all available here (https://www.dropbox.com/sh/qb0qjhzhbbmoaxq/AACiXyN25R0QKg7Js6T2IDbra?dl=0) if you are interested.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.