qstrader#

tradeexecutor.strategy.qstrader module.

Module description#

QSTrader portfolio construction model based strategy types.

Submodules#

tradeexecutor.strategy.qstrader.alpha_model

Alpha model defines which trading pairs are likely to go up.

tradeexecutor.strategy.qstrader.order_sizer

Convert portfolio weightings to US dollar sized buy and sell trades.

tradeexecutor.strategy.qstrader.portfolio_construction_model

Portfolio construction model translates alpha model to risk managed trades.

tradeexecutor.strategy.qstrader.runner

Strategy runner for QSTrader based strategies.