Sector Weighted Portfolio Construction

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Boot Camp Lessons

Lesson Overview

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 Requirements

We recommend that at a minimum you complete the Liquid Universe Selection, Algorithm Framework, and Liquid Value Stocks lessons before starting this intermediate level Boot Camp.

Lesson Content

Selecting Universe By Sector
Sector Weighting Portfolio Construction
Tracking Security Changes
Calculating Target Weight Percentages

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.