Default ETF reinvestment strategies

Introduction

The following default strategies are created using our ReinvestmentStrategy building block. The strategy will take 100% exposure to the underlying ETF, handling corporate actions as they arise, adjusting the stock and cash positions accordingly.

These default strategies can be imported via the following:

from sigtech.framework.default_strategy_objects.etf_reinvestment_strategies import *

The easiest way to see which parameters are used is to look at the source code of any given default strategy. An example is shown below:

Python:

vwo_equity_rs??

Output:

@recorded_lru_cache()
def vwo_equity_rs():
    """
    Define a reinvestment strategy based on Bloomberg's ``'VWO US Equity'``.
    """
    return get_etf('VWO UP EQUITY')

Default strategies list

Method	Description
agg_equity_rs	iShares Core U.S. Aggregate Bond ETF
bil_equity_rs	Bloomberg Barclays 1-3 Month U.S. Treasury Bill Index
bnd_equity_rs	Vanguard Total Bond Market ETF
bndx_equity_rs	Vanguard Total International Bond ETF
dbc_equity_rs	Invesco DB Commodity Index Tracking Fund
eem_equity_rs	iShares MSCI Emerging Markets ETF
emb_equity_rs	iShares JP Morgan USD Emerging Markets Bond ETF
fxe_equity_rs	Invesco CurrencyShares Euro Currency Trust
qai_equity_rs	IndexIG ETF Trust - IQ Hedge Multi-Strategy Tracker ETF
gld_equity_rs	SPDR Gold Shares
hyg_equity_rs	iShares iBoxx High Yield Corporate Bond ETF
iefa_equity_rs	iShares Core MSCI EAFE ETF
iwm_equity_rs	iShares Russell 2000 ETF
lqd_equity_rs	iShares iBoxx $ Investment Grade Corporate Bond ETF
mna_equity_rs	IQ Merger Arbitrage ETF
sdy_equity_rs	SPDR S&P Dividend ETF
slv_equity_rs	iShares Silver Trust
spy_equity_rs	SPDR S&P 500 ETF Trust
tip_equity_rs	iShares TIPS Bond ETF
uso_equity_rs	United States Oil fund LP
vnq_equity_rs	Vanguard Real Estate ETF
vwo_equity_rs	Vanguard FTSE Emerging Markets ETF
vxx_equity_rs	iPath Series B S&P 500 VIX Short-Term Futures ETN
xlc_equity_rs	Communication Services Select Sector SPDR Fund
xle_equity_rs	Energy Select Sector SPDR Fund
xlb_equity_rs	Materials Select Sector SPDR Fund
xlf_equity_rs	Financial Select Sector SPDR Fund
xli_equity_rs	Industrial Select Sector SPDR Fund
xlk_equity_rs	Technology Select Sector SPDR Fund
xlp_equity_rs	Consumer Staples Select Sector SPDR Fund
xlre_equity_rs	Real Estate Select Sector SPDR Fund
xlu_equity_rs	Utilities Select Sector SPDR Fund
xlv_equity_rs	Health Care Select Sector SPDR Fund
xly_equity_rs	Consumer Discretionary Select Sector SPDR Fund