Momentum-Based Tactical Allocation

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Boot Camp Lessons

Lesson Overview


In this lesson we will shift capital between the S&P500 to a Bond ETF. You will work with a portfolio with multiple assets and use a momentum indicator to implement a tactical asset allocation strategy.

What You'll Learn

  • Use momentum percentage indicators on multiple assets
  • Set a benchmark and warm up algorithm
  • Implement strategy and control trading frequency
  • Using SetHolding helper to automatically allocate portfolio fractions

Lesson Requirements

We suggest you complete Buy and Hold with Trailing Stop before starting this lesson.

Lesson Content

Status
Initiate Tactical Asset Allocation StrategyStatus
Setting Up Tactical Asset Allocation
Using a Momentum Percentage Indicator
Preparing an Indicator for Testing
Automatically Allocate Portfolio FractionsStatus
Using our Signal to Flip
Time Our Market Moves

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QuantConnect Team

Selected group of pseudo-humans that can type without looking at the keyboard and use a super advanced neural network to transform coffee and orange juice into code.