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ESG-Score-Integration

Project integrating ethically responsible criteria in investment portfolios through the use of proprietary ESG scores. The repo includes the following:

  • GUI application built to take in user preferences regarding ESG criteria to generate an equity investment portfolio.
  • Code and written reports of the data gathering and ESG score building processes.

How It Works:

  • The video below exhibits the platform that the code displays and how it can be used to generate an equity investment portfolio:

    ESGapp_usage.mp4

Files & Data Folders:

  • esg_investing_application.py: Python code used to build the GUI application and the asset allocation algorithm/methodology. Necessary data input:

    • daily_prices.csv: CSV file containing daily price data of stocks used.
    • daily_spx.csv: CSV file containing daily price data of SPX Index for beta calculations.
    • env.csv: CSV file containing sector/grouping information for each stock.
    • esg_scores.csv: CSV file containing ESG scores created for each stock.
    • fama_french_data.csv: CSV file containing data needed for the Fama-French 3-Factor model utilized.
    • mktcap.csv: CSV file containing the market capitalization of each stock.

  • data/esg_scores: CSV files, Jupyter Notebook report, and Python code used to generate ESG scores for Nasdaq Composite Index members.

  • data/nasdaq-comp: CSV and Python files used to gather ESG data from the Bloomberg Terminal.

  • data/price-data: CSV and Python files used to gather stock and index price data from the Bloomberg Terminal.