This repository contains all the code written as part the project "Smart Betas" of the course "Financial Data Science" held by Arthur Enders during the winter semester 2023/24 at RWTH Aachen. Authors are the project members Moritz Vogel, Inés Ghlissi and Aidan Guskov.

The notebooks are named according to the project steps:

1. Data Preparation
2. Simulation of strategies
3. Analysis of simulation results
4. (Visualiztion)

Start by running 1_MarketCap.ipynb as the resulting dataframe is used as template in other notebooks. Run 1_EligibleStocks.ipynb after running all other notebooks starting with 1, as it depends on the data prepared by the other notebooks.