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v8 Framework
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API reference
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Framework source code
Asset classes
Equities
FX
Commodities
Futures
Volatility
Options
Swaptions
Rolling Option Strategies
Tutorial: iron butterfly option strategy
Fixed income
Essentials
Platform concepts
Anatomy of a strategy
Instruments
Strategy building blocks
Performance analytics
JupyterLab
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Custom strategies
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Base class
Built-in methods
Strategy extension
INTRADAY
Intraday strategies
Querying intraday data
DATA
Custom data sources
Data Extraction API
Data Ingestion API
Platform tools
CLS
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TRADE IMPLEMENTATION
Position rounding
Trade sizing
Transaction cost
Portfolio Construction & Risk Management
Optimisation
Simulations & scenarios
Beta hedging
Platform
Strategy deployment
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Framework v8
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Volatility
Design and execute volatility strategies on the SigTech platform:
​
Options
:
select and query options and volatility surfaces.
​
Swaptions
:
explore the logic and code necessary to build your own swaptions strategies.
​
Rolling option strategy
building blocks
:
rapidly create different types of rolling option strategy.
​
Tutorial: iron butterfly option strategy
:
step-by-step walkthrough for constructing a strategy profiting from a low volatility environment.
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Custom sizing for rolling futures
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Options
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