If you have excel and know how to use RTD, you can pull off a LOT of different stuff. Blend in Custom columns and the ability to code in specific things and the possibilities just grow like a field of unwanted bamboo.
Just as hopefully some inspiration, here's a quick screen shot of a sheet I've toyed around with over quite a period of time:
I have automated the weighting to some degree utilizing a python script which goes to the right place, downloads and parses an excel sheet published by ssga which reflects a DAILY change in the weighting of names in the S&P.
The attached excel sheet ("SPYWeightings_2023_12_01_EXCEL") is the "python adjusted" result of the daily weightings sheet available here:
https://www.ssga.com/us/en/individu...nd-data/etfs/us/holdings-daily-us-en-spy.xlsx
Have no fear, if QQQ is your thing, you can scrape that too:
https://www.invesco.com/us/financia...ienceType=Investor&action=download&ticker=QQQ
..and yes, I have that sheet from 12/1 as well. The two links above are scraped at the same time into separate directories locally.
The sector information on the top right of the sheet is manually inputted from here:
https://www.sectorspdrs.com/
You can go to each individual page from the menu in the screenshow below and get the sector weighting:
If there is anyone here with the PYTHON skill to scrape the weightings from each of these SPDR Select Sector pages, I'd love to hear from you!!! I am at the very beginner end of the python specturm!!
Why post all this here?
I've attempted to take what I've learned from this sheet and get it to show me something useful using thinkscript but the script just takes too much time to load much less update while via RTD, this excel sheet adjusts in real time with no hesitation.
All of this realization about daily adjustments to weighting has caused what seems to be a significant question into view to me:
Is what is referred to as "sector rotation" a real thing or merely slow and steady adjustments on a daily basis to weightings?
Just as hopefully some inspiration, here's a quick screen shot of a sheet I've toyed around with over quite a period of time:
I have automated the weighting to some degree utilizing a python script which goes to the right place, downloads and parses an excel sheet published by ssga which reflects a DAILY change in the weighting of names in the S&P.
The attached excel sheet ("SPYWeightings_2023_12_01_EXCEL") is the "python adjusted" result of the daily weightings sheet available here:
https://www.ssga.com/us/en/individu...nd-data/etfs/us/holdings-daily-us-en-spy.xlsx
Have no fear, if QQQ is your thing, you can scrape that too:
https://www.invesco.com/us/financia...ienceType=Investor&action=download&ticker=QQQ
..and yes, I have that sheet from 12/1 as well. The two links above are scraped at the same time into separate directories locally.
The sector information on the top right of the sheet is manually inputted from here:
https://www.sectorspdrs.com/
You can go to each individual page from the menu in the screenshow below and get the sector weighting:
If there is anyone here with the PYTHON skill to scrape the weightings from each of these SPDR Select Sector pages, I'd love to hear from you!!! I am at the very beginner end of the python specturm!!
Why post all this here?
I've attempted to take what I've learned from this sheet and get it to show me something useful using thinkscript but the script just takes too much time to load much less update while via RTD, this excel sheet adjusts in real time with no hesitation.
All of this realization about daily adjustments to weighting has caused what seems to be a significant question into view to me:
Is what is referred to as "sector rotation" a real thing or merely slow and steady adjustments on a daily basis to weightings?
Attachments
Last edited by a moderator: