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Task 4(a)- Heatmaps of PE Ratio against Traditional RSI (14 days)
Syed Muzammil Hussain
posted
Seeking Help Pipeline Visualization

The goal was to replicate the heatmaps as before, however, this time a fundamental was plotted against a factor called RSI, which shows the relative strength.

The overall analysis from the quantile heatmaps suggests that overnight returns have higher returns compared with the others, specifically in the quantile where the number of observations are higher.

For sector wise returns, the first 30 mins have significantly higher arbitrage opportunities if analyzed in relationship with the number of observations in that particular sector.

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