The Research Of Sector Rotation Of Stock Market

Sector Rotation is paid attention in overseas mature market. From 1990s to now, quantitative invest strategy is being used more and more widely. This law also exists in Chinese stock market. Sector Rotation developed an important topic in the college and business area. However, as the progress of research and widen of instrument, with the development of the stock market, new content is added to this research and application.This article first summarizes theory and literature review of sector rotation, and generalizes sector rotation of Chinese stock market. By analyzing the trading data in raising and falling trend, we find some regulation in Chinese stock market. The article describes some characteristics and analyzes the reason upon the data, and finally concludes some regulations which will be used as reference in investment area.