Months ago, I shared my side project with the community. I've continued looking at investing in Female CEOs and analyzing the data in different ways. I wanted to share some of the different ways in which I have looked at the data.
This notebook includes the first version of my algorithm, but it also includes a sector weighted approach. There was a lot of feedback that I might have a large sector bias in the data. It turns out that 30% of the female CEOs in my data set were in the consumer space. I created the sector weighted approach to understand how much of an impact that had on the overall performance.
The female CEO data used to run this notebook is available here. To use it, clone the notebook and then load the file titled FemaleCEOs_v6.csv into the data folder of your research environment.