Default strategies

Single stock strategies

Predefined single stock strategies. See sigtech.framework.strategies.reinvestment_strategy for more information about these objects.

sigtech.framework.default_strategy_objects.single_stock_strategies.alphabet_equity_rs(use_cache: bool = True)

Define a reinvestment strategy for stock 'GOOGL'.

sigtech.framework.default_strategy_objects.single_stock_strategies.amazon_equity_rs(use_cache: bool = True)

Define a reinvestment strategy for stock 'AMZN'.

sigtech.framework.default_strategy_objects.single_stock_strategies.apple_equity_rs(use_cache: bool = True)

Define a reinvestment strategy for stock 'AAPL'.

sigtech.framework.default_strategy_objects.single_stock_strategies.apple_equity_rs_short(use_cache: bool = True)

Define a short reinvestment strategy for stock 'AAPL'.

sigtech.framework.default_strategy_objects.single_stock_strategies.facebook_equity_rs(use_cache: bool = True)

Define a reinvestment strategy for stock 'FB' and 'META'.

sigtech.framework.default_strategy_objects.single_stock_strategies.microsoft_equity_rs(use_cache: bool = True)

Define a reinvestment strategy for stock 'MSFT'.

ETF reinvestment strategies

Predefined reinvestment strategies. See sigtech.framework.strategies.reinvestment_strategy for more information about these objects.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.agg_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'AGG US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.bil_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'BIL US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.bil_equity_rs_short(use_cache: bool = True)

Define a short reinvestment strategy based on Bloomberg’s 'BIL US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.bnd_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'BND US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.bndx_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'BNDX US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.dbc_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'DBC US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.eem_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'EEM US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.emb_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'EMB US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.ftls_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'FTLS US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.fxe_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'FXE US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.get_etf(underlier, use_cache: bool = True, direction: str = 'long')

Define a reinvestment strategy based on a given underlier.

Parameters:

• underlier – Underlier identifier.

• use_cache – Set to True if strategy service is used for the default strategy objects.

• direction – `short` or 'long' (default).

Returns:

ReinvestmentStrategy object.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.gld_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'GLD US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.hyg_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'HYG US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.iefa_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'IEFA US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.iwm_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'IWM US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.lqd_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'LQD US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.mna_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'MNA US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.qai_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'QAI US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.qqq_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'QQQ US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.sdy_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'SDY US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.slv_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'SLV US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.spy_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'SPY US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.tip_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'TIP US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.uso_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'USO US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.vea_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'VEA US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.veu_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'VEU US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.vnq_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'VNQ US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.vwo_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'VWO US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.vxx_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'VXX US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlb_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLB US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlc_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLC US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xle_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLE US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlf_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLF US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xli_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLI US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlk_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLK US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlp_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLP US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlre_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLRE US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlu_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLU US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xlv_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLV US Equity'.

sigtech.framework.default_strategy_objects.etf_reinvestment_strategies.xly_equity_rs(use_cache: bool = True)

Define a reinvestment strategy based on Bloomberg’s 'XLY US Equity'.