Mar 16 2023

Machine Learning Applied to U.S. Sector Rotation [PREMIUM]

published by Steve LeCompte
in blog CXO Advisory
original entryMachine Learning Applied to U.S. Sector Rotation [PREMIUM]

equity premium investing expertise strategic allocation

Can machine learning perfect equity sector rotation? In the January 2023 version of their paper entitled "Deep Sector Rotation Swing Trading", flagged by a subscriber, Joel Bock and Akhilesh Maewal present a sector rotation strategy guided by multiple-input, multiple output deep learning model. The strategy chooses weekly from among 11 U.S. sectors using exchange-traded fund.........