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 1000045.SINGLE_STOCK.TRADABLE refers to the Apple Computers stock listed on the NASDAQ. You can find other financial instruments in the SigTech platform's Data section (see below).
my_stock = sig.obj.get("1000045.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 a 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:
i. Find an equity instrument you're interested in:
APPLE INCO. | NASDAQ(COMPOSITE) | USD
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