Strategies#

BasketStrategy

Basket strategy with fixed weights, rebalanced as of rebalance frequency.

CashBasketStrategy

Extension of BasketStrategy that allows trading of FX spot (xxx CASH instruments).

DailyStrategy

Base daily strategy class, with one decision and execution point per day.

DynamicStrategy

Strategy trading a custom basket of instrument.

FeeStrategy

Fee Strategy - a strategy which wraps another strategy, deducts fees every day and re-balances the inner strategy on a regular schedule.

FlexibleBasket

A base class providing flexibility of components used and the allocations assigned to it.

IntradayMomentum

A class implementing strategies based on intraday momentum signals.

IntradaySignalStrategy

IntradaySignalStrategy is a wrapper around SignalStrategy to allow easier building of strategies using intraday signals.

PeriodicIntradayStrategy

Intra-day strategy which executes on a regular schedule.

RollingStructureBasket

Deprecated class for Rolling structure basket strategy.

RollingStructureBasketStrategy

Base class for rolling structure basket strategies.

SignalStrategy

A class implementing a strategy based on a signal object.

SizeVaryingBasketStrategy

Extension of BasketStrategy that a series of cash flows to and from the strategy.

StopLossStrategy

StopLossStrategy - wrapper for constituent instrument/strategy with a triggered stop loss.

StopStrategy

StopStrategy - wrapper for constituent instrument/strategy with a triggered close-out.

StopTrigger

A class adding stop trigger to any trade in a strategy :param kwargs: Additional StopStrategy parameters.

Strategy

Base strategy class.

StrategyPiecewise

A strategy that is a composite of several underlying sub-strategies on non-overlapping time periods.

StrategyPiecewiseDirectly

A strategy that is a composite of several underlying sub-strategies on non-overlapping time periods.

TakeProfitStrategy

TakeProfitStrategy - wrapper for constituent instrument/strategy with a triggered take profit.

TotalReturnSwapStrategy

A strategy that holds a total return swap.

TradeWrappers

A class for trade enhancement

VWAPStrategy

A class implementing strategies based on volume weighted average price signals.