AI4Finance-Foundation/Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020
Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.
This project helps investment professionals quantify the financial impact of a company's Environmental, Social, and Governance (ESG) performance on stock returns. It takes public academic research data related to ESG topics and financial indicators as input. It then generates stock trading signals and portfolio performance metrics, showing how ESG factors might contribute to investment alpha, targeting quantitative analysts and portfolio managers.
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Use this if you are a quantitative analyst or portfolio manager seeking to integrate ESG factors into your stock selection strategy and evaluate their potential for generating excess returns.
Not ideal if you are looking for a simple qualitative assessment of ESG or a tool for direct ESG impact investing without a focus on quantitative stock performance.
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Jan 12, 2021
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