Limit Universe by Industry or Sector?

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Limit Universe by Industry or Sector?

posted

How do you restrict the universe by industry or sector?

How would you balance your portfolio across several industries?

2 responses

Hey Richard,

While there is not a direct way (yet) to access the industry/sector of a stock as a data field, you may want to look at Jessica Stauth's sector rotation strategy here, which uses sector ETFs to provide industry exposure and performs portfolio re-balancing of interest rate sensitive or defensive sectors based on rate data.

Ryan

Very interesting. Thanks for the feedback, looks like it has started a great discussion.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.