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< Back Sustainability Dimensions of Stocks on the SIX:Render 1 Quantitatively assessing Brundtland's Dimensions (1987). The case of the SIX Previous Next

< Back ESG Strategies: Passive and Active Management Do the laws of passive and active strategies also affect sustainability investing? I recently concluded a sustainability data visualization project. The draft of the visualization is below Viewing the plot, I sought to understand the sustainability of stocks on the SIX. Parameters were used to identify sustainability in terms of ESG scores (70 and above) and Economic score (having an expected return above the market return). I developed four sustainable funds based on the ESG findings and market returns. Additionally I used ETHOS fund data found on Swiss Fund Data to develop the sustainable funds. The funds developed were: Negative Screening Best in Class Approach Thematic Approach ESG integration Against the staus quo, ESG integration was the only fund that was not "sustainable." Typcially ESG itegration is hailed as one of the most effective and practical strategies for promoting sustainability. Why is this the case? Unlike the first three strategies which are very basic to implement, when it came to the ESG integration fund, I randomly picked the ETHOS fund and duplicated the stock selectio - an in this case per the basic quantitaive metric developed, said fund was not . However, when I picked another ESG integrated fund its performace was sustainable. It appears that ESG integration has greater levels of subjectivity and the funds constructed across traders are likely to differ much greately than the previous 3 strategies. Thus, one can argue the element of the manager's skill in the active management of an ESG integrated fund plays a greater role in the fund's performance as compared to the other 3 strategies. Could this be the case of "passive" and active management of portfolios? Future works: Compare performace of ESG integrated funds Calculate the average return of ESG integrated funds vs "passive" strategies (Negative screening, Best In Class Approach ~ basic strategies) Do the variations of ESG integration strategies and basic sustainability stratigies vary across market types (Geographic and effeciency wise)? Previous Next

< Back Hedonic Valuation Model: Real Estate in Zurich With significant portions of banks portfolios consisting of mortgage loans, it is paramount to develop a strong model for valuating real estate. https://akweix.shinyapps.io/HedonicValuationModel/ Previous Next

< Back Alternative Data Regressor Framework: Flow Chart A framework for linear regression of alternative data against financial asset prices - the flow chart Previous Next

< Back Web-Scrapper V1: Web Application Web Application for web-scrapping news articles Full code here on Python Anywhere Previous Next

< Back Ghana Stock Exchange: Real-Time Prices Web App V1 A basic web-application to find real time summaries of stocks on Ghana's Stock Exchange (GSE) This Web-app is fully powered by GSE-API: Ghana Stock Exchange API found on http://dev.kwayisi.org/ . Github: https://github.com/akweix/GSE_price_finder Listed Companies and their Tickers on GSE Previous Next

< Back Sustainability Dimensions of Stocks on the SIX:Render 2 Quantitatively assessing Brundtland's Dimensions (1987). The case of the SIX Previous Next

< Back Cocoa Production: Ghana and Ivory Coast - Historic Trend Work in progress Previous Next

< Back Initial margin requirement for Derivative Trading A simplified VaR-based approach to calculate the initial margin requirement for Derivative Trading Previous Next

< Back Electricity Consumption as a proxy of production: Draft 1 Using publicly available data on Swiss Power Consumption, this exploration seeks to identify an association with power consumption and select firms output https://www.swissgrid.ch/en/home/operation/grid-data/current-data.html#wide-area-monitoring https://www.ewz.ch/en/about-ewz/newsroom/current-issues/electricity-shortage/city-zurich-energy-consumption.html https://data.stadt-zuerich.ch/dataset/ewz_stromabgabe_netzebenen_stadt_zuerich https://data.stadt-zuerich.ch/group/energie Work in Progress Previous Next

< Back Game Theory: Prisoner's Dilemma Strategies Tools Recreating and Simulating Robert Axelrod's 1980 Computer Tournament. Previous Next

< Back Dynamic View of Ghana's Unemployment Investigating the trend and segmentation of employment in Ghana Previous Next