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Presentation for Pitch

Hi guys,

in the following I am only posting some basic tools in order to figure out an "optimal" strategy.
The contents are dedicated to the seminar course of my university.

Content of this post:

  1. Heat map analysis
  2. Alphalens and Pyfolio analysis for national stock markets
  3. Alphalens and Pyfolio analysis for individual sectors
  4. optional: Backtesting the results of 3.

Best
Daniel

2 responses

Result of the backtest.

Tear Sheet from backtest result