Equities - SigTech User Guide

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v8 Framework

Learning resources

Example notebooks

Framework source code

Asset classes

Reinvestment Strategy

Factor exposures

Equity factor basket

Tutorial: equal weighted equity strategy

Essentials

Platform concepts

Anatomy of a strategy

Strategy building blocks

Performance analytics

Visual Studio Code

Environment setup

Calendars & timezones

Pandas introduction

Default strategies

Technical Indicators

User interface

Python packages

Custom Strategies

Custom strategies

Built-in methods

Strategy extension

INTRADAY

Intraday strategies

Querying intraday data

DATA

Custom data sources

Data Extraction API

Data Ingestion API

Data validation

TRADE IMPLEMENTATION

Position rounding

Transaction cost

Portfolio Construction & Risk Management

Simulations & scenarios

Platform

Strategy deployment

Caching service

Release notes

New releases

New framework version

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Equities

Design and execute equity strategies on the SigTech platform:
​Single stocks: filtering an equity universe.
​Indices: query available indices and their constituents.
​Reinvestment strategy building block: create exposure to a specific stock and handle all corporate actions as they arise.
​Factor exposures: estimation methods for exposures to factors for a selection of instruments. 
​Tutorial: Equal weighted equity strategy: step-by-step walkthrough for constructing an equal-weighted strategy on the S&P 500.

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Framework source code

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