I just got into programming with python in Quantopian. I was looking to create a sector rotation algorithm based on ROC for every 14 days.
- Find ROC for 9 SPY sectors and sort them from lowest to highest
- Allocate 50% to sector for highest rank, 25% to second highest rank, and 25% to third highest rank every 14 days
I was wondering if anyone can help me out? Totally lost.