qstrader

tradeexecutor.strategy.qstrader Python module in Trading Strategy framework.

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.