opentaps / open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.
https://climate-investing-book.opensourcestrategies.com/v/main/book
GNU Affero General Public License v3.0
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calculate historical and trending carbon betas for large sample of stocks #9

Closed sichen1234 closed 3 years ago

sichen1234 commented 3 years ago

Modify the bulk script to store results for a large (index scale) number of stocks in a postgresql database, so that we can get both the historical carbon betas and their trends (increasing or decreasing) for all the stocks in an index universe.

From this, we can find stocks to construct the BMG index factor and then determine, through studying their disclosures and #4, which ones should be part of the BMG index going forward based on their positive (Brown) and negative (Green) carbon betas and the trends in those betas (declining trend means they are becoming less sensitive and would more likely be excluded.)