Default single stock reinvestment strategies

Primer on default single stock 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 an underlying single stock, handling corporate actions as they arise, adjusting the the stock and cash positions accordingly.

These default strategies can be imported via the following:

from sigtech.framework.default_strategy_objects.single_stock_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

alphabet_equity_rs??

Output

@recorded_lru_cache()
def alphabet_equity_rs():
    """
    Define a reinvestment strategy for stock ``'GOOGL'``.
    """
    return get_single_stock_strategy('GOOGL')

Default strategies list

Method	Ticker
alphabet_equity_rs	GOOGL
amazon_equity_rs	AMZN
apple_equity_rs	AAPL
facebook_equity_rs	FB
microsoft_equity_rs	MSFT