IanLKaplan/lazy_fundamental_analyst

A Python Notebook that explores the portfolios in Fred Piard's book "The Lazy Fundamental Analyst"

An Analysis of The Lazy Fundamental Analyst
by Ian Kaplan

The book The Lazy Fundamental Analyst by Fred Piard, 2014, proposes an investment strategy that utilizes fundamental factors like Price Earnings (PE) and Return on Assets (ROA) to select stocks within an S&P 500 sector. This is combined with a market timing signal based on S&P 500 earnings per share momentum and unemployment momentum to hedge the investment portfolio. This notebook explores the hedging stratagy outlined in Fred Piard's The Lazy Fundamental Analyst The fundamental factor strategy is not explored in this notebook because of the time and effort this would require.