Default ETF reinvestment strategies
Primer on default ETF reinvestment strategies available within the framework.
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
Output
vwo_equity_rs??
@recorded_lru_cache()
def vwo_equity_rs():
"""
Define a reinvestment strategy based on Bloomberg's ``'VWO US Equity'``.
"""
return get_etf('VWO UP EQUITY')
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 |