ExchangeTradedFund

class sigtech.framework.instruments.equities.ExchangeTradedFund

Baseclasses: EquityInstrument

A class representing an exchange traded fund.

market_impact: Optional[float]

total_expenses: float

property total_expenses_series

Timeseries of total cost of owning the instrument.

Returns:

pandas series.

underlying_index_ticker: Optional[str]

calendar_schedule()

This is when we expect data to arrive.

get_swap()

Return a swap representation of the instrument.

liquid_start_date()

First date shares are offered to public.

trade_schedule()

This is when we expect data to arrive.