Обязанности и достижения:
Technical part of thesis:
• Using Matlab I form a large number of investment portfolios (575 for each country in my sample) with different combinations of ranking and holding periods for Momentum, Boo-to-Market and Size investment strategies. Thereby, I able to reveal the best combination ranking and holding periods that provide the highest return for each of 11 countries in my sample from DataStream.
• Using Python I carry out sentiment analysis over reports of company's general meeting, classifying reports as positive or negative. After that I check if report's classification affects the future stock price. This part is still in progress.