1: Your first SigTech strategy
Learn how to create, test and customise a simple strategy based on a single equity instrument.
Click the Research tab and, accepting the default settings, start the research environment
Click the "Python" button to open a new notebook.
In your new notebook, run the following code blocks:
# Import necessary libraries
import sigtech.framework as sig
import datetime as dtm
# Initalise the environment
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).
my_stock = sig.obj.get("1481752.SINGLE_STOCK.TRADABLE")
my_rs = sig.ReinvestmentStrategy(
# The instrument to be used in this strategy
# Define the historical period to run the strategy in
start_date=dtm.date(2018, 1, 1),
end_date=dtm.date(2021, 12, 31),
# Use the currency corresponding to this instrument
# Set the initial cash to be invested
initial_cash = 1000,
ReinvestmentStrategyis 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.
Play about with the interactive widget to explore different aspects of your strategy's performance.
Make sure you understand SigTech basics by customising this strategy:
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:
Try running the strategy over a different historical period by changing the
Run 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
.?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.