Summer 2025
Regime Change (RRG)
Python, pandas, DuckDB, Parquet, scikit-learn, Plotly Dash
Relative Rotation Graph engine over 63 years of daily OHLCV and 13,674 tickers. It computes RS ratio and RS momentum for every ticker in the GICS hierarchy against PCA benchmarks, and plots each one's position in the rotation cycle: improving, leading, weakening, lagging. The Dash frontend drills down from market to sector to industry group to industry to stock.
Built at 98|23 Capital under NDA.