Sector Rotation Based Algorithmic Trading Strategies for Stocks and ETFs

Sector Rotation Based Algorithmic Trading Strategies for Stocks and ETFs

In the following we present an analysis of Sector Rotation based Algorithmic Trading Strategies which rely upon quantitative equity sector predictions computed by aggregating our AI forecasting algorithm’s daily signals for S&P 500 stocks. We show that these aggregated predictions result in high performing trading strategies with:

- Sharpe ratios reaching 1.48

- Returns of up to 70.5% in a 2-year time period

- The possibility of trading up to 195 million US dollars

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Presented by Boris Syroechkovskiy