This repository is in partial fulfillment of the Columbia Engineering APMA4903 seminar class project. Here, we use historical return data from three separate stock universes, based on the DJSI, S&P 500, and top 30 stocks by ESG score, to determine optimal asset weighting strategies on the efficient frontier of each universe. We subsequently backtest our results on 10 years of monthly return data.

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
AnotherESGone.csv		AnotherESGone.csv
Backtesting.ipynb		Backtesting.ipynb
DJSIexpanded.ipynb		DJSIexpanded.ipynb
DJSIreturnsexpanded.csv		DJSIreturnsexpanded.csv
ESGscoresexpanded.ipynb		ESGscoresexpanded.ipynb
HistoricalPrices.csv		HistoricalPrices.csv
README.md		README.md
SPreturnsexpanded.csv		SPreturnsexpanded.csv
SandPexpanded.ipynb		SandPexpanded.ipynb
optimal_DJSIweights.csv		optimal_DJSIweights.csv
optimal_ESGweights.csv		optimal_ESGweights.csv
optimal_SPweights.csv		optimal_SPweights.csv

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