Default ETF reinvestment strategies

Primer on default ETF reinvestment strategies available within the framework.

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