Portfolio strategies for the Russian equity market

This is an interface to the cross-sectional monthly portfolio sorts implemented for Russian common stocks traded on Moscow Exchange. The application focuses on long-only parts of the factor portfolios (short portfolios of Russian stocks systematically underperform). Portfolio returns are adjusted for transaction costs. Here is a link to the application. I contributed to the creation of this application as a contractor of a Moscow-based think-tank Insitute for Energy and Finance.