ID: Security Id Date: Rebalance Date ROE: Return on Equity Factor QES_GSECTOR: Sector Code FRTN1P: Forward One month return Jupyter notebook that does the backtesting of the data using the ROE factor. Neutralize the factor based on QES_GSECTOR. Use 20 bins and go long on the top 5% of stock and short on bottom 5%. - Pie chart showing fraction of stock in each sector. You can use the last month to do this. - The Long/Short cumulative return over the one year period using ROE factor and QES_GSECTOR for neutralization. - Information Coefficient over the one year period