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[🕹️]Added the notebook for Sector Rotation Strategies Analysis #6844

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SanchitMahajan236
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  1. 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.
  1. 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.
  1. 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.

  1. 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

@SanchitMahajan236
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Hi @jmaslek , please review this PR.

@jmaslek
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jmaslek commented Oct 24, 2024

/award 300

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oss-gg bot commented Oct 24, 2024

Awarding SanchitMahajan236: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/SanchitMahajan236

@jmaslek
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jmaslek commented Oct 24, 2024

Nice one.

@jmaslek jmaslek added this pull request to the merge queue Oct 24, 2024
Merged via the queue into OpenBB-finance:develop with commit a4914a2 Oct 24, 2024
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oss-gg bot commented Oct 24, 2024

Awarding SanchitMahajan236: 300 points 🕹️ Well done! Check out your new contribution on oss.gg/SanchitMahajan236

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[🕹️] Create a Sector Rotation Analysis Notebook
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