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money has rotated out of real estate and utilities ( interest rate sensitive) and into bio-tech, tech, and health care, with financials coming up strong. while any potential hawkish slant to the upcoming fomc meeting appears to be priced into the market, …
I was made aware of this concept from Julius de Kempenaer (JdK) called Relative Rotation Graphs (RRG) aka JdK RS Ratio.
This is exactly what I have been looking to implement in my custom platform:
So I've written several posts about this all over the place but I keep getting questions and PM's so it makes more sense for this to have its own thread.
First, I need to tell you that while I have no problem sharing a great deal, …
So now that I have this work in hand, I can make some progress in that arena.
I've attached two presentations from Julius, you should check them out. I've embedded a couple of screens below just to quickly illustrate the point.
Thanks for starting this thread Mike. I use rotation quite a bit but have never had a good way to visualize it...this approach and viz does the trick I think.
I'll be looking at implementing this within python....I'll share anything I find here in the thread.
If anyone has the way to actually compute the two axes, I can have a starting point. The graphs look challenging as it stands to implement (I'm pretty sure there's a way in GGplot2 to do this, however), but it certainly seems in the realm of possible if one wishes to have the function without the glitzy fashion in terms of specific background colors and those arrows.
Edit: if nobody has access to the specific formulas, an agreed-upon computation would be nice.
Please let us know how you interpret the formulas. My goal is not to create an identical chart to his proprietary formula, but simply to use the concept.