[🕹️]Added the notebook for Sector Rotation Strategies Analysis
- Why?
- To provide users with the ability to backtest sector rotation strategies within the OpenBB framework.
- This enhancement enables users to evaluate the performance of sector-based investments over time, helping identify optimal sector allocation strategies.
- Addresses user demand for more comprehensive sectoral data integration and strategy testing tools.
- What?
- Added functionality to backtest sector rotation strategies using historical sector ETF data.
- Implemented sector selection based on historical performance over a defined lookback period, allowing rotation between top-performing sectors.
- Integrated results visualization to highlight sector rotation performance versus a market benchmark.
- Impact:
-
Expected to significantly improve users' ability to develop and refine sector rotation strategies, supporting more diversified and dynamic investment approaches.
-
Minimal impact on system performance, with backtesting execution time expected to increase by ~5%.
-
Impact score: 7
[!TIP] Refer to the Impact Analysis confluence (internal) document for more information.
- Testing Done:
- Validated using historical sector ETF data across different market conditions.
- Simulated multiple sector rotation strategies to ensure accuracy and consistency in portfolio performance results.
Closes #6713
Hi @jmaslek , please review this PR.
/award 300
Awarding SanchitMahajan236: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/SanchitMahajan236
Nice one.
Awarding SanchitMahajan236: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/SanchitMahajan236