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Notebooks
Futures
Commodities Momentum Strategy
Commodity Calendar Spread Strategy
FX Hedged Oil Location Spread Strategy
Crude Oil Collar Hedged Manufacturing PMI Strategy
Commodity Vector Autoregression Model
Custom Roll Table for Rolling Future Strategies
Gold futures with fixed lots
Rolling Futures Basket
FX Momentum & Mean reversion
Long-only Trend Strategy
Moving Average Optimisation
Oil Future Spread Matched Roll Dates
FX
FX Carry Strategy
Custom FX Forward Carry Strategy
FX Manufacturing PMI Momentum
Tomorrow/Next and Overnight FX Forward Rolling Strategy
Equity
Equal Weighted Equity Strategy
Custom strategy using RSI
Value-Quality Multi Factor Strategy
Fixed Income
2s10s Steepener Inflation Signal
Bond Auctions
Duration Weighted Strategy
Fixed Income Carry Strategy
Custom Swap Carry Strategy
Volatility
Swaption Delta Hedging Strategy
FX Option Basket Strategy
FX Option Strangle Strategies using Dynamic Options
Gold Options Volatility Skew
Iron Butterfly Options Strategy
Multi Straddle Strategy
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.pdf
Sample strategies notebooks
Sample strategies notebooks
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The available notebooks are listed below.
Futures
FX
Equity
Fixed Income
Volatility