https://github.com/jdeepd/asset-class-rotation
https://github.com/jdeepd/asset-class-rotation
Last synced: 7 days ago
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- Host: GitHub
- URL: https://github.com/jdeepd/asset-class-rotation
- Owner: JDeepD
- Created: 2026-05-11T21:02:27.000Z (23 days ago)
- Default Branch: main
- Last Pushed: 2026-05-12T12:33:20.000Z (22 days ago)
- Last Synced: 2026-05-12T14:32:32.295Z (22 days ago)
- Language: Python
- Size: 110 KB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Asset Class Rotation
Momentum-based ETF rotation. Ranks Indian ETFs by price momentum, generates Zerodha basket orders, and emails them monthly — all automated via GitHub Actions.
## How It Works
1. Downloads price data for configured ETFs via yfinance
2. Ranks them by momentum (return over a configurable lookback window)
3. Picks the top N performers
4. Computes BUY/SELL orders by diffing against your current holdings
5. Exports orders to Zerodha basket JSON and emails it
## Getting Started
### 1. Fork this repo
Click **Fork** on GitHub to create your own copy.
### 2. Set secrets
In your fork, go to **Settings > Secrets and variables > Actions** and add:
| Secret | Description |
|--------|-------------|
| `RESEND_API_KEY` | API key for [Resend](https://resend.com) email service |
| `TO_EMAIL` | Recipient email address |
### 3. Configure your strategy
Edit `config.toml` in your fork:
```toml
[assets]
equity = ["NIFTYBEES.NS", "GOLDBEES.NS" ]
[meta]
N_TOP = 3
MOMENTUM = 100
SAFE_ASSET = "LIQUIDBEES.NS"
INIT_CASH = 10000
```
### 4. Submit your holdings
(If not starting out fresh)
In your fork, create a new issue using the **Submit Holdings** template. Enter your holdings as a CSV list:
```csv
# TICKER(in yfinance format), Qty, Avg_Price
GOLDBEES.NS, 10, 1000
LIQUIDBEES.NS, 5, 500
```
The `parse-holdings` workflow will automatically commit `0xdha-holdings.json` to your repo.
### 5. Done
The **Rebalance** workflow runs automatically on the 1st of every month (4:00 PM IST).
You can also trigger it manually from the **Actions** tab.
You will receive a JSON file over your email at configured `TO_EMAIL`.
## Navigate to Kite > Orders > Baskets > Create new basket.
## Click on the upload button to upload a new basket and upload the JSON file.
## Verify the orders manually and click on execute.
## Updating Holdings
Whenever you execute the orders on Zerodha, create a new issue using the **Submit Holdings** template with your updated portfolio. The holdings JSON will be updated automatically and used in the next monthly rebalance.