Strategies

Strategies#

RollingLMEFutureFXHedged

Deprecated class for an FX-aware version of RollingLMEFutureStrategy.

RollingLMEFutureFXHedgedStrategy

An FX-aware version of RollingLMEFutureStrategy, maintaining proper foreign cash end exposure positions through maintaining thresholds and rebalancing accordingly.

RollingLMEFutureStrategy

Class implementing rolling LME future strategies potentially rolled over multiple days.