talk-data.com
Meetup
talk
2023-09-19 at 15:30
Value Investing Hypothesis testing
Description
Testing Benjamin Graham's value investing system in stock market using selected value investing features of data input from the quarterly financials of companies. Value investing is interested in the real calculated value of each company according to its financials and has no interest in the price fluctuations of the market. Hence a portfolio of stocks are selected that are cheap and long term return are collected until the stock price reachs saturation. Project is going to feed in these features (collected from historical stock data) into a model and hope to come up with a better weighted system with the help of data science and machine learning practices.