{"repo":"garroshub/Quant_Sector_Rotation_Strategy","free":true,"listed":false,"github":"https://github.com/garroshub/Quant_Sector_Rotation_Strategy","clone":"git clone https://github.com/garroshub/Quant_Sector_Rotation_Strategy.git","description":"A sophisticated quantitative trading strategy leveraging momentum and volatility signals for ETF sector rotation, enhanced with LLM-powered strategy analysis.","language":"Python","stars":11,"topics":["finance","investment-strategies","quantitative-finance","trading-strategies"],"license":"MIT","category":"trading","readme_excerpt":"Quant Sector Rotation Strategy 📈 A sophisticated quantitative trading strategy leveraging momentum and volatility signals for ETF sector rotation, enhanced with LLM-powered strategy analysis. 🚀 Try It Now! Experience the strategy in action: Quant Sector Rotation App 🚀 Strategy Overview This project implements a systematic sector rotation strategy using ETFs, combining momentum signals with intelligent risk management. The strategy employs a unique \"Moving Average Energy\" indicator for momentum measurement and incorporates VIX-based position sizing. 🎯 Key Features - MA Energy Indicator : Proprietary momentum indicator using multiple timeframe moving averages, normalized by price volatility - Dynamic Risk Management : VIX-based position sizing with adaptive thresholds - LLM Strategy Review : AI-powered performance analysis and strategy behavior insights - Interactive Dashboard : Real-time strategy monitoring and backtesting visualization 📊 Backtest Results (2010-2024) - Annual Return : 18.5% - Sharpe Ratio : 1.45 - Information Ratio : 0.82 🛠️ Technical Architecture 1. Signal Generation - Multi-timeframe MA Energy calculation - Cross-asset momentum comparison - Volatility normalization 2. Risk Management - VIX-based position sizing - Trailing stop implementation - Maximum drawdown control 3. Strategy Review - LLM-powered strategy behavior analysis - Historical context integration - Performance attribution 📦 Installation 🚀 Quick Start AI Strategy Review Configuration The ","default_branch":null,"files":null,"tree":[],"storefront":"/r/garroshub","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/garroshub/Quant_Sector_Rotation_Strategy/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}