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:
- Heat map analysis
- Alphalens and Pyfolio analysis for national stock markets
- Alphalens and Pyfolio analysis for individual sectors
- optional: Backtesting the results of 3.
Best
Daniel