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- This assignment was given to me by Benjamin Leiblich of Equity Data Science.
- Aim of this is to use a
- Inputs:
- 1. Metric determined by 2 ratios, numerator and denominator, so say, they can be Price and Earnings, or Enterprise Value and EBITDA, or pB and 1 for the input.
- 2. Number of months (period)
- 3. Minimum value of the metric
- So, here we find how many stocks at all dates have ratios> minVal, find returns to all their corresponding dates(there can be multiple entries of stocks because they might have same ratios on different dates), and plot returns on a histogram so that it can help to find base rates of returns of stocks with such characteristics.
- Time taken to code : 2 days (I did not code in R till then)
- ** Benjamin wasn't even grateful for the work and the attempt was a huge dissappointment.
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