Default strategies

Rolling FX forward strategies

Predefined strategies going long 'long_currency' in rolling FX forwards and short the strategy currency (typically USD). See sigtech.framework.strategies.rolling_fx_forward_strategy for more information about these objects.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_aud_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'AUD', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_brl_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'BRL', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_cad_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'CAD', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_chf_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'CHF', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_eur_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'EUR', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_eur_3m_imm_short(use_cache: bool = True)

Define a rolling FX forward strategy going long 'EUR', short 'USD' and with forward tenor '3M_IMM' (strategy direction: 'short').

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_gbp_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'GBP', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_gbp_3m_imm_short(use_cache: bool = True)

Define a rolling FX forward strategy going long 'GBP', short 'USD' and with forward tenor '3M_IMM' (strategy direction: 'short').

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_inr_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'INR', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_jpy_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'JPY', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_krw_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'KRW', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_mxn_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'MXN', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_nok_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'NOK', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_nzd_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'NZD', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_pln_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'PLN', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_rub_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'RUB', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_sek_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'SEK', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_thb_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'THB', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_try_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'TRY', short 'USD' and with forward tenor '3M_IMM'.

sigtech.framework.default_strategy_objects.rolling_fx_forwards.usd_zar_3m_imm(use_cache: bool = True)

Define a rolling FX forward strategy going long 'ZAR', short 'USD' and with forward tenor '3M_IMM'.