gtmazzola / ccf-portfolio-optimization

A portfolio optimization using negatively and positively screened equity data from Refinitiv, focusing on carbon credit offsets and generation.

CCF-Portfolio-Optimization

A portfolio optimization using negatively and positively screened equity data from Refinitiv, focusing on carbon credit offsets and generation.

Data Description

• Data is screened using Refinitiv's Screener app, applying both positive and negative screening techniques.
• Adjusted time series returns are downloaded from Yahoo Finance

Methods

• Python script is used to convert company names for screened Refinitiv data to Yahoo Finance tickers. The final tickers are stored in a .txt file.
• Use of getsymbols package in Stata to downloaded the tickers from Yahoo Finance
• Use of cmline of mvport package to generate the capital market line an efficient frontier. For more details and options available, see Carlos Alberto Dorantes.