Strategies#
Basket strategy with fixed weights, rebalanced as of rebalance frequency. |
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Extension of |
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Base daily strategy class, with one decision and execution point per day. |
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Strategy trading a custom basket of instrument. |
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Fee Strategy - a strategy which wraps another strategy, deducts fees every day and re-balances the inner strategy on a regular schedule. |
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A base class providing flexibility of components used and the allocations assigned to it. |
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A class implementing strategies based on intraday momentum signals. |
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Intra-day strategy which executes on a regular schedule. |
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Base class for rolling structure basket strategies. |
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A class implementing a strategy based on a signal object. |
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Extension of |
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StopLossStrategy - wrapper for constituent instrument/strategy with a triggered stop loss. |
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StopStrategy - wrapper for constituent instrument/strategy with a triggered close-out. |
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A class adding stop trigger to any trade in a strategy :param kwargs: Additional StopStrategy parameters. |
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Base strategy class. |
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A strategy that is a composite of several underlying sub-strategies on non-overlapping time periods. |
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A strategy that is a composite of several underlying sub-strategies on non-overlapping time periods. |
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TakeProfitStrategy - wrapper for constituent instrument/strategy with a triggered take profit. |
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A strategy that holds a total return swap. |
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A class for trade enhancement |
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A class implementing strategies based on volume weighted average price signals. |
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A class implementing strategies based on volume weighted average price signals (CLS). |
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Deprecated class for Rolling structure basket strategy. |
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Deprecated class for PiecewiseStrategy. |