Hey everyone,
this is the post where I will share my progress in the seminar.
First off, is a computation of cumulative overnight returns on a single stock.
This is my first code in python, so any advice for improvement is very welcome.
Update November 7: Plotted a heatmap of Intraday Returns sorted by deciles of Forward Earning Yield and Sustainable Growth Rate.
Update November 14: Heatmaps of Returns sorted by Financial Health and Growth Ratios