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I'm a big fan of David Varadi of CSSA, he has come up with creative and thoughtful indicators. This is an attempted replication of his 8/12/2023 post: Business Cycle Sector Timing | CSSA (wordpress.com).
Unfortunately, results are much worse than what he is showing in that post. Maybe my implementation is incorrect?
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Mia Alissi
Based on the provided extracts, I'm unable to review 'Tristan's' Python code for bugs as the necessary information is not available in the extracts. I recommend referring to the QuantConnect documentation and forum discussions for further assistance.
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Tristan F
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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