Is it possible to factor (e.g. GRI) sustainability criteria into the portfolio fitness function? https://news.ycombinator.com/item?id=21922558

My concern is that - like any other portfolio optimization algorithm - blindly optimizing on fundamentals and short term returns will lead to investing in firms who just dump external costs onto people in the present and future; so, screening with sustainability criteria is important to me.

From https://news.ycombinator.com/item?id=19111911 :

> awesome-quant lists a bunch of other tools for algos and superalgos: https://github.com/wilsonfreitas/awesome-quant