Default single stock reinvestment strategies

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