In this lesson, we create a sector balanced portfolio by implementing a Sector Weighting Portfolio Construction Model (SWPCM) with a universe of equities from the technology, financial services, and consumer goods sectors.
We'll select equities by sector code and market capitalization, and assign an equal portfolio weight to each sector.
What You'll Learn
- Create a custom portfolio construction model
- Use a SWPCM to create a sector balanced portfolio
- Use inheritance to reduce code required for the SWPCM
- Create portfolio targets with insight direction and target percent
Lesson Content
| Status |
Selecting Universe By Sector |
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Sector Weighting Portfolio Construction |
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Tracking Security Changes |
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Calculating Target Weight Percentages |
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About the Author
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.