stocks.vivekmahendra.comstocks.vivekmahendra.com

Goals

1. Build tools to manage, track, and automate investment strategies
2. Build production system that trades BRK.B around management's buyback behavior and the "Buffett Put"

Hypothesis

Berkshire tends to repurchase when shares are believed to be undervalued or management's preferred valuation band. Buying near this band with light momentum confirmation and exiting on mean reversion should produce positive low volatility returns

Data & Features

• daily OHLCV data
• Book value per B-share
• Buyback intensity proxy
• Price to Book Ratio

Engineered features

• p/b z-score
• vwap
• in_buyback_window

To Do:

• [ ] Implement data ingestion pipeline
• [ ] Create feature engineering scripts
• [ ] Develop backtesting framework
• [ ] Set up cloud infrastructure for deployment