Sector Shuffle: Smart Rebalance contents

• Team: Jacob Steen, Richard Rosenthal, Gabriel Gyimah

Research Question: How effective is rebalancing a portfolio using a sector rotation theory?

• Sector rotation rebalance strategy in a 100% equity portfolio
  • determine current business cycle
• pull historical data for stock in past cycle rotation
  • Use alpaca
  • ?potentially use yfinance?
• select new equities to rebalance portfolio
  • statistical/quant analysis of new securities
  • compared against whole sector etf
  • ?potentially use pyfolio?
  • compare returns for current sector rotation
• Write a concluding report referencing findings to justify why these changes should be made to the portfolio
  • refer to statistical and quantitative analysis
  • use these findings to backup your reccomendations