alpha_model#

API documentation for tradeexecutor.strategy.alpha_model Python module in Trading Strategy.

Module description#

Alpha model and portfolio construction model related logic.

Classes#

AlphaModel

Capture alpha model state for one strategy cycle.

TradingPairSignal

Present one asset in alpha model weighting.

Functions#

calculate_required_new_cash(trades)

How much cash we need to cover the positions to run the rebalance.

format_signals(alpha_model)

Debug helper used to develop the strategy.