1: Your first SigTech strategy
Learn how to create, test and customise a simple strategy based on a single equity instrument.
Start Research
1. Start the research environment
Click the Research tab and, accepting the default settings, start the research environment
2. Create a new notebook
Click the "Python" button to open a new notebook.
Hint: Read our overview of JupyterLab if you've not used it before.
An equity investment strategy in four code blocks
In your new notebook, run the following code blocks:
1. Set up environment
2. Choose the instrument
The object name 1481752.SINGLE_STOCK.TRADABLE refers to the AIRBNB stock listed on the Long Term Exchange. You can find other financial instruments in the SigTech platform's Data section (see below).
3. Define the strategy
ReinvestmentStrategy
is one of SigTech's building blocks—shortcuts for rapidly creating and customising common strategies. Building blocks can be combined into more complex strategies composed of multiple sub-strategies.
4. Run the strategy and view its performance
Play about with the interactive widget to explore different aspects of your strategy's performance.
👷Your turn: customise the strategy
Make sure you understand SigTech basics by customising this strategy:
1. Choose a different instrument
The example above uses an AIRBNB instrument. Browse SigTech's Data to find another instrument and try building a strategy with that instead.
i. Find a futures instrument you're interested in:
ii. Click VIEW DETAILS to obtain the correct object name for referring to it in code:
2. Use a different historical period
Try running the strategy over a different historical period by changing the start_date
and end_date
.
3. Append ?
to view docstrings
?
to view docstringsRun the following code to view the docstring corresponding to the instrument you're using in this strategy:
Run the following code to view the docstring corresponding to the RollingFutureStrategy
building block:
Tip: add .?
to any object to get its docstring. Docstrings are part of our API reference and are aimed at advanced users. Don't worry if much of it is unclear to you right now.
Last updated