Karen Rubin - Building a Quantitative Trading Strategy To Beat the S&P500 - PyCon 2016

Speaker: Karen Rubin Two years ago, Karen embarked on a project to learn how to research, write and trade algorithms to invest in the market. She re-learned python and explored what would happen if you invested in women-led companies over a 12-year period. In this talk, she will walk through the highs and lows of her journey from initial data gathering, through writing a strategy to validation and trading. Slides can be found at: https://speakerdeck.com/pycon2016 and https://github.com/PyCon/2016-slides

Comments

1. Companies that hire women CEO are smarter. Still, I wonder how Fiorina/HP affair played out..
2. I might have missed this but what would a "Male CEO" strategy look like or simply a "Gender-neutral CEO change" model look like? For all we know, positive changes in stock prices simply correlate with any CEO change, regardless of gender.