Strategies#

`ButterflyOptionsStrategy`	Is a three-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
`DeltaHedgingStrategy`	A Delta hedging strategy.
`DynamicMultiOptionsStrategy`	Strategy trading a basket of options from multiple groups.
`DynamicMultiSwaptionsStrategy`	Strategy trading a basket of swaptions from multiple groups.
`DynamicOptionsStrategy`	Strategy trading a custom basket of options.
`DynamicSwaptionsStrategy`	Strategy trading a custom basket of swaptions.
`OptionsStrategy`	A strategy that takes a position in either a call or put option.
`RatesBasketStrategy`	Basket strategy suitable for trading interest rate products
`RatesSignalStrategy`	Signal strategy suitable for trading interest rate products.
`RatesStrategy`	Strategy suitable for trading interest rate products.
`RatesStrategyMixin`	A mixin for strategies trading interest rate products.
`RollingButterflyOptionsStrategy`	Is a three-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
`RollingOption`	Deprecated class for Rolling option strategy.
`RollingOptionStrategy`	A rolling strategy that takes the same position in either a call or put option with the same expiration and strike price.
`RollingOptionsStrategyBase`	Base strategy class for rolling options strategies, that can be quickly implemented by defining their own `roll_options` method.
`RollingSpreadOptionsStrategy`	Is a two-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
`RollingStraddleOptionStrategy`	A rolling strategy that takes the same position in both a call option and a put option with the same expiration and strike price.
`RollingStrangleOptionStrategy`	Takes the same position in both a call option and a put option with the same expiration but different strike price.
`RollingSwaption`	Deprecated class for Rolling swaption strategy.
`RollingSwaptionStrategy`	A rolling strategy that takes the same position in either a receiver or a payer swaption with the same expiration and strike rate.
`RollingVarianceSwap`	Deprecated class for Rolling variance swap strategy.
`RollingVarianceSwapStrategy`	A strategy that manages a rolling variance swap.
`SpreadOptionsStrategy`	Is a two-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
`Straddle`	Deprecated class for Straddle strategy.
`StraddleOptionStrategy`	A strategy that takes the same position in both a call option and a put option with the same expiration and strike price.
`Strangle`	Deprecated class for Strangle strategy.
`StrangleOptionStrategy`	Takes the same position in both a call option and a put option with the same expiration but different strike price.
`SwaptionStraddle`	A rolling strategy that takes the same position in both a receiver and payer swaption with the same expiration and strike.
`SwaptionStrangle`	Takes the same position in both a receiver and a payer swaption with the same expiration but different strikes.