RollingFutureStrategy
instancesRollingFutureStrategy
instances—one for each instrument listed above. Create them using this function:RollingFutureStrategy
instances inside a dictionaryRollingFutureStrategy
instances and store them inside a dictionary:BasketStrategy
BasketStrategy
building block is a strategy of strategies—it is a container for managing multiple sub-strategies. BasketStrategy
to manage the three RollingFutureStrategy
instances created above: