qstrader#

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

Module description#

QSTrader portfolio construction model based strategy types.

`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.