📈 Sector-Rotation Dashboard

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📝 Executive Summary

Sector-Rotation Pro is a professional-grade, modular Streamlit dashboard for sector rotation, regime detection, forecasting, and multifactor technical/statistical analysis. Built for equity investment research, it empowers portfolio managers, analysts, and students to:

• Quantitatively analyze sector leadership, rotation cycles, and market regimes
• Backtest and visualize tactical allocation strategies
• Integrate robust forecasting and risk management workflows
• Communicate results with high-impact, interactive visuals

Originally developed by Jake Ransom for the Rebsamen Trust at the University of Arkansas, it is now a comprehensive, extensible dashboard for quick sector rotation research.

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🏗️ Workflow Architecture

flowchart TD
    subgraph Data
        AV[Alpha Vantage API]
        VIX[VIX Data]
    end
    AV -- "Fetch" --> FETCH[Data Fetch Modules]
    VIX -- "Fetch" --> FETCH
    FETCH -- "Clean/Cache" --> PREP[Preprocessing]
    PREP -- "OHLC, Factors" --> ANALYTICS[Analytics Engine]
    ANALYTICS -- "Statistics, Regimes, RRG, Factors" --> VIS[Visualization Suite]
    VIS -- "Interactive Dashboards" --> UI[Streamlit App]
    UI -- "User Input" --> FETCH

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🌟 Key Features

• 📈 Automated Data Acquisition:
  • Robust integration with Alpha Vantage for historical OHLC and VIX data
  • Data cleaning, adjustment, and caching for reproducible analysis
• 🔬 Analytics:
  • Rolling Hurst exponent for regime detection
  • Relative Rotation Graphs (RRG) for sector momentum & rotation
  • Technical indicators: RSI, momentum, rolling beta, Sharpe, drawdown, skew, kurtosis
  • Correlation, lead-lag, and Granger causality for inter-sector relationships
  • PCA & spectral clustering for sector grouping and anomaly detection
• 🔮 Forecasting:
  • Prophet (via Darts) for trend/seasonality decomposition and probabilistic forecasting
• 📊 Interactive Visualization Suite:
  • Modular Streamlit dashboards for price, volatility, RRG, technicals, ratios, PCA, and forecasting
  • Advanced Plotly visuals: candlesticks, heatmaps, network graphs, animated RRGs
• 🛡️ Error Handling & Transparency:
  • Defensive code, clear logging, and transparent error messages
• 🧩 Extensible & Educational:
  • Modular structure for easy extension; detailed docstrings and best practices throughout

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💼 Investment Applications

• Regime-Aware Allocation: Use Hurst exponent and VIX regimes to dynamically shift between momentum and defensive sectors.
• Sector Rotation Timing: Leverage RRGs and momentum analytics to identify sector leadership and rotation cycles for tactical allocation.
• Risk Management: Employ rolling beta, Sharpe, drawdown, and correlation analytics for portfolio construction and risk targeting.
• Scenario Analysis: Use Prophet-based forecasting and regime overlays to stress test sector exposures and inform allocation pivots.
• Diversification & Hedging: Apply PCA, clustering, and Granger causality to reveal hidden sector dependencies and optimize diversification.
• Communication: Interactive dashboards and visuals support investment committee presentations and stakeholder reporting.

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🧩 Module-by-Module Breakdown

🗂️ Directory Structure

sector_rotation_pro/
├── app.py                # 🚦 Streamlit dashboard & orchestrator
│
├── data/                 # 📦 Data acquisition & preprocessing
│   ├── fetch.py          # Alpha Vantage API wrapper
│   ├── fetch_fixed.py    # Alternate fetch logic
│   └── fetch_ohlc.py     # OHLCV data handler
│
├── analytics/            # 🔬 Quantitative/statistical logic
│   ├── forecasting.py    # Prophet-based forecasting
│   ├── hurst.py          # Hurst exponent analysis
│   ├── regimes.py        # Regime detection
│   ├── rrg.py            # Relative Rotation Graphs
│   ├── stats_tests.py    # Correlation, causality, network
│   └── ta_factors.py     # Technical factors
│
├── visuals/              # 📊 Interactive Plotly/Seaborn figures
│   ├── forecast_fig.py   # Forecast visuals
│   ├── heatmaps.py       # Heatmaps & dashboards
│   ├── network.py        # Correlation networks
│   ├── pca_cluster.py    # PCA & clustering
│   ├── price_volatility.py # Price/volatility charts
│   ├── ratio_plots.py    # Ratio analysis
│   └── rrg_fig.py        # RRG & momentum visuals
│
├── requirements.txt      # 📦 Python dependencies
├── .env.example          # 🔑 API key template
└── README.md             # 📚 This documentation

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🧠 Technical & Analytical Methods

• Rolling Hurst Exponent: Regime detection (trend vs. mean-reversion)
• Relative Rotation Graphs (RRG): Sector momentum, leadership, and rotation
• Technical Factors: RSI, multi-horizon momentum, drawdowns, Rolling: beta, Sharpe, skew, kurtosis
• Statistical Analysis: Correlation, lead-lag, Granger causality, network graphs
• PCA & Spectral Clustering: Dimensionality reduction, sector grouping, anomaly detection
• Forecasting: Prophet (via Darts) for trend/seasonality and scenario analysis
• Interactive Visualization: Streamlit dashboards, Plotly/Seaborn charts, animated RRGs, regime overlays
• Defensive Programming: Robust error handling, transparent logging, and reproducibility

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⚙️ Installation & Usage

pip install -r requirements.txt

streamlit run app.py

• Requires Python 3.8+
• Set your Alpha Vantage API key in .env as ALPHA_VANTAGE_API_KEY=your_key_here

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👤 Author, License & Disclaimer

Author: Jake Ransom
License: Educational Use Only
Disclaimer: Not for commercial or investment use. For demonstration and educational purposes only.

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