ReinvestmentStrategyin a clever way: first, we create a
ReinvestmentStrategythat invests in Stock A and takes care of any corporate actions in that stock. Then, in our factor strategies, instead of investing in Stock A itself, we make the strategy invest in the
ReinvestmentStrategywe just created.
ReinvestmentStrategyfor Stock A means 0.23% regardless of whether the stock has just had a dividend announced.
ReinvestmentStrategy: goes long on a stock and manages any incoming corporate actions. The default and preferred way to invest in individual stocks.
SignalStrategy: takes a signal input, usually a pandas dataframe, and rebalances the portfolio according to that signal on a specified frequency.
RollingFutureStrategy: trades futures contracts and rolls them according to a provided rolling rule. A robust and reliable way to produce a both continuous and tradable timeseries for a future.
BasketStrategy: trades a basket of constituents and rebalances them back to given target weights at a given frequency. A simple way to construct fixed-weight exposures.