Package: strategyr 0.1.8

strategyr: Execution-Oriented Strategy Workflows for Dynamic Trading Decisions

Modular, execution-oriented strategy workflows that transform market features, portfolio state, and dynamic quantitative analysis into actionable signals, target positions, portfolio adjustments, and order intents. The package emphasizes path-dependent historical simulation so strategy decisions remain consistent with evolving account state, execution assumptions, and market conditions.

Authors:Oliver Zhou [aut, cre]

strategyr_0.1.8.tar.gz
strategyr_0.1.8.zip(r-4.7-x86_64)strategyr_0.1.8.zip(r-4.7-arm64)strategyr_0.1.8.zip(r-4.6-x86_64)strategyr_0.1.8.zip(r-4.6-arm64)strategyr_0.1.8.zip(r-4.5-x86_64)
strategyr_0.1.8.tgz(r-4.6-x86_64)strategyr_0.1.8.tgz(r-4.6-arm64)strategyr_0.1.8.tgz(r-4.5-x86_64)strategyr_0.1.8.tgz(r-4.5-arm64)
strategyr_0.1.8.tar.gz(r-4.7-arm64)strategyr_0.1.8.tar.gz(r-4.7-x86_64)strategyr_0.1.8.tar.gz(r-4.6-arm64)strategyr_0.1.8.tar.gz(r-4.6-x86_64)
strategyr_0.1.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
strategyr/json (API)

# Install 'strategyr' in R:
install.packages('strategyr', repos = c('https://oliverlds.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/oliverlds/strategyr/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

3.88 score 57 downloads 282 exports 2 dependencies

Last updated from:892312b416. Checks:13 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE137
linux-devel-x86_64NOTE184
source / vignettesOK183
linux-release-arm64NOTE133
linux-release-x86_64NOTE144
macos-release-arm64NOTE132
macos-release-x86_64NOTE330
macos-oldrel-arm64NOTE150
macos-oldrel-x86_64NOTE345
windows-devel-arm64NOTE246
windows-devel-x86_64NOTE208
windows-release-arm64NOTE299
windows-release-x86_64NOTE156
windows-oldrel-x86_64NOTE153
wasm-releaseOK140

Exports:backtest_portfolio_weightsbuild_order_intentscalc_ADXcalc_arooncalc_ATRcalc_ATR_quantilecalc_backtest_performancecalc_bid_ask_spreadcalc_BollingerBandscalc_bond_accrued_interestcalc_bond_carrycalc_bond_carry_roll_decompcalc_bond_cashflowscalc_bond_clean_pricecalc_bond_convexitycalc_bond_current_yieldcalc_bond_dirty_pricecalc_bond_durationcalc_bond_dv01calc_bond_econvexitycalc_bond_edurationcalc_bond_holding_period_returncalc_bond_key_rate_durationcalc_bond_key_rate_duration_tenorcalc_bond_mdurationcalc_bond_next_couponcalc_bond_nominal_spreadcalc_bond_npvcalc_bond_prev_couponcalc_bond_price_change_approxcalc_bond_pv01calc_bond_rate_return_approxcalc_bond_risk_statecalc_bond_roll_down_returncalc_bond_spread_durationcalc_bond_spread_return_approxcalc_bond_total_return_decompcalc_bond_yieldcalc_bond_zspreadcalc_bond_zspread_return_approxcalc_breadth_adcalc_breadth_adlcalc_breadth_high_lowcalc_breadth_ratiocalc_breadth_trincalc_CCIcalc_chaikinADcalc_chaikinVolatilitycalc_CMFcalc_CMOcalc_contango_backwardationcalc_coupon_schedulecalc_credit_spreadcalc_curve_butterflycalc_curve_shockcalc_curve_slopecalc_curve_zero_ratecalc_day_count_fraccalc_DEMAcalc_DonchianChannelscalc_EMAcalc_EMA_crosscalc_EMVcalc_excess_spreadcalc_front_next_spreadcalc_futures_curve_butterflycalc_futures_curve_slopecalc_fx_basiscalc_fx_carrycalc_fx_forward_pointscalc_fx_realized_carrycalc_HMAcalc_KeltnerChannelscalc_KSTcalc_kurtosiscalc_ladder_indexcalc_log_spreadcalc_MACDcalc_MFIcalc_micropricecalc_mid_pricecalc_normalizecalc_OBVcalc_option_deltacalc_option_forward_moneynesscalc_option_gammacalc_option_greekscalc_option_ivcalc_option_iv_skewcalc_option_iv_term_structurecalc_option_moneynesscalc_option_put_call_iv_spreadcalc_option_rhocalc_option_risk_statecalc_option_smile_slopecalc_option_thetacalc_option_vegacalc_order_imbalancecalc_percent_rankcalc_period_ratecalc_position_greekscalc_price_impact_proxycalc_ratiocalc_realized_volcalc_relative_strengthcalc_ROCcalc_roll_yieldcalc_rolling_betacalc_rolling_corrcalc_rolling_quantilecalc_RSIcalc_SARcalc_skewnesscalc_slippage_proxycalc_SMAcalc_SMIcalc_spreadcalc_spread_curve_butterflycalc_spread_curve_slopecalc_StochasticOscillatorcalc_strategy_performance_summarycalc_term_structure_carrycalc_tracking_errorcalc_TRIXcalc_turnovercalc_ultimateOscillatorcalc_VWAPcalc_VWMAcalc_WMAcalc_WPRcalc_ZLEMAcalc_zscorecompare_strategy_backtestsfilter_walk_forward_resultsmine_strategy_asset_yearsmine_strategy_assetsmine_strategy_paramsmine_strategy_walk_forwardplan_curve_trade_adjustmentplan_delta_neutral_adjustmentplan_duration_neutral_adjustmentplan_portfolio_adjustmentplan_vega_target_adjustmentrank_strategy_resultsselect_strategy_paramsstrat_atr_breakout_action_planstrat_atr_breakout_tgt_posstrat_atr_breakout_trailing_stop_action_planstrat_atr_breakout_trailing_stop_tgt_posstrat_bollinger_low_adx_revert_action_planstrat_bollinger_low_adx_revert_tgt_posstrat_bollinger_revert_action_planstrat_bollinger_revert_rsi_action_planstrat_bollinger_revert_rsi_tgt_posstrat_bollinger_revert_tgt_posstrat_bollinger_squeeze_breakout_action_planstrat_bollinger_squeeze_breakout_tgt_posstrat_bond_carry_roll_action_planstrat_bond_carry_roll_duration_cap_action_planstrat_bond_carry_roll_duration_cap_tgt_posstrat_bond_carry_roll_spread_filter_action_planstrat_bond_carry_roll_spread_filter_tgt_posstrat_bond_carry_roll_tgt_posstrat_buy_and_hold_action_planstrat_buy_and_hold_tgt_posstrat_credit_spread_momentum_action_planstrat_credit_spread_momentum_tgt_posstrat_credit_spread_revert_action_planstrat_credit_spread_revert_tgt_posstrat_cross_asset_trend_allocation_target_weightsstrat_cross_sectional_rank_allocator_action_planstrat_cross_sectional_rank_allocator_tgt_posstrat_curve_butterfly_action_planstrat_curve_butterfly_tgt_posstrat_curve_steepener_action_planstrat_curve_steepener_tgt_posstrat_curve_steepener_zscore_action_planstrat_curve_steepener_zscore_tgt_posstrat_donchian_breakout_action_planstrat_donchian_breakout_tgt_posstrat_donchian_retest_breakout_action_planstrat_donchian_retest_breakout_tgt_posstrat_donchian_turtle_action_planstrat_donchian_turtle_tgt_posstrat_ema_cross_action_planstrat_ema_cross_adx_action_planstrat_ema_cross_adx_tgt_posstrat_ema_cross_slope_confirm_action_planstrat_ema_cross_slope_confirm_tgt_posstrat_ema_cross_tgt_posstrat_ema_triple_trend_action_planstrat_ema_triple_trend_tgt_posstrat_equal_weight_rebalance_target_weightsstrat_funding_basis_convergence_action_planstrat_funding_basis_convergence_tgt_posstrat_fx_carry_action_planstrat_fx_carry_basket_rank_action_planstrat_fx_carry_basket_rank_tgt_posstrat_fx_carry_tgt_posstrat_fx_carry_trend_action_planstrat_fx_carry_trend_tgt_posstrat_gamma_scalp_support_action_planstrat_gamma_scalp_support_tgt_posstrat_inverse_volatility_allocation_target_weightsstrat_iv_directional_overlay_action_planstrat_iv_directional_overlay_tgt_posstrat_iv_skew_action_planstrat_iv_skew_realized_vol_confirm_action_planstrat_iv_skew_realized_vol_confirm_tgt_posstrat_iv_skew_tgt_posstrat_iv_skew_zscore_action_planstrat_iv_skew_zscore_tgt_posstrat_iv_term_structure_action_planstrat_iv_term_structure_tgt_posstrat_ladder_bounce_action_planstrat_ladder_bounce_tgt_posstrat_ladder_breakout_action_planstrat_ladder_breakout_tgt_posstrat_macd_contrarian_action_planstrat_macd_contrarian_tgt_posstrat_macd_cross_action_planstrat_macd_cross_tgt_posstrat_macd_histogram_momentum_action_planstrat_macd_histogram_momentum_tgt_posstrat_macd_zero_line_action_planstrat_macd_zero_line_tgt_posstrat_pair_spread_bollinger_action_planstrat_pair_spread_bollinger_tgt_posstrat_pair_spread_half_life_revert_action_planstrat_pair_spread_half_life_revert_tgt_posstrat_pair_spread_revert_action_planstrat_pair_spread_revert_tgt_posstrat_portfolio_daily_backteststrat_ratio_revert_action_planstrat_ratio_revert_tgt_posstrat_regime_switch_action_planstrat_regime_switch_tgt_posstrat_relative_strength_action_planstrat_relative_strength_dual_momentum_action_planstrat_relative_strength_dual_momentum_tgt_posstrat_relative_strength_persistence_action_planstrat_relative_strength_persistence_tgt_posstrat_relative_strength_tgt_posstrat_roll_yield_action_planstrat_roll_yield_cross_sectional_action_planstrat_roll_yield_cross_sectional_tgt_posstrat_roll_yield_mean_revert_action_planstrat_roll_yield_mean_revert_tgt_posstrat_roll_yield_momentum_action_planstrat_roll_yield_momentum_tgt_posstrat_roll_yield_tgt_posstrat_rsi_divergence_action_planstrat_rsi_divergence_tgt_posstrat_rsi_dynamic_threshold_revert_action_planstrat_rsi_dynamic_threshold_revert_tgt_posstrat_rsi_logr_revert_action_planstrat_rsi_logr_revert_tgt_posstrat_rsi_revert_action_planstrat_rsi_revert_tgt_posstrat_rsi_trend_aware_revert_action_planstrat_rsi_trend_aware_revert_tgt_posstrat_straddle_action_planstrat_straddle_tgt_posstrat_strangle_action_planstrat_strangle_tgt_posstrat_trend_pullback_action_planstrat_trend_pullback_atr_action_planstrat_trend_pullback_atr_tgt_posstrat_trend_pullback_tgt_posstrat_vertical_spread_action_planstrat_vertical_spread_tgt_posstrat_vol_carry_action_planstrat_vol_carry_tgt_posstrat_vol_target_action_planstrat_vol_target_regime_floor_action_planstrat_vol_target_regime_floor_tgt_posstrat_vol_target_tgt_posstrat_vwap_revert_action_planstrat_vwap_revert_tgt_posstrategy_monitor_definitionstrategy_public_definitionsummarize_walk_forward_results

Dependencies:data.tableRcpp

Readme and manuals

Help Manual

Help pageTopics
Backtest Portfolio Target Weightsbacktest_portfolio_weights
Run a Path-Dependent Backtestbacktest_rcpp
Build Portfolio Order Intentsbuild_order_intents
Add Average Directional Index Featurescalc_ADX
Add Aroon Featurescalc_aroon
Add Average True Range Featurescalc_ATR
Add ATR Quantile Featurescalc_ATR_quantile
Backtest Performance Metricscalc_backtest_performance
Add Bid-Ask Spread Featurescalc_bid_ask_spread
Add Bollinger Band Featurescalc_BollingerBands
Compute Bond Accrued Interestcalc_bond_accrued_interest
Compute Bond Carry Returncalc_bond_carry
Decompose Bond Carry And Roll Returncalc_bond_carry_roll_decomp
Compute Bond Cash Flowscalc_bond_cashflows
Compute Bond Clean Pricecalc_bond_clean_price
Compute Bond Convexitycalc_bond_convexity
Compute Bond Current Yieldcalc_bond_current_yield
Compute Bond Dirty Pricecalc_bond_dirty_price
Compute Bond Macaulay Durationcalc_bond_duration
Compute Bond DV01calc_bond_dv01
Compute Effective Bond Convexitycalc_bond_econvexity
Compute Effective Bond Durationcalc_bond_eduration
Compute Bond Holding-Period Returncalc_bond_holding_period_return
Compute Bond Key Rate Durationcalc_bond_key_rate_duration
Compute Bond Key Rate Duration By Curve Tenorcalc_bond_key_rate_duration_tenor
Compute Bond Modified Durationcalc_bond_mduration
Compute Next Coupon Datecalc_bond_next_coupon
Compute Bond Nominal Spreadcalc_bond_nominal_spread
Compute Bond Net Present Valuecalc_bond_npv
Compute Previous Coupon Datecalc_bond_prev_coupon
Approximate Bond Price Change From Duration And Convexitycalc_bond_price_change_approx
Compute Bond PV01calc_bond_pv01
Approximate Bond Rate Returncalc_bond_rate_return_approx
Compute Bond Risk Statecalc_bond_risk_state
Compute Bond Roll-Down Returncalc_bond_roll_down_return
Compute Bond Spread Durationcalc_bond_spread_duration
Approximate Bond Spread Returncalc_bond_spread_return_approx
Decompose Bond Total Returncalc_bond_total_return_decomp
Compute Bond Yield To Maturitycalc_bond_yield
Compute Bond Z-Spreadcalc_bond_zspread
Approximate Bond Z-Spread Returncalc_bond_zspread_return_approx
Compute Advance-Decline Breadthcalc_breadth_ad
Compute Advance-Decline Linecalc_breadth_adl
Compute New-High New-Low Breadthcalc_breadth_high_low
Compute Advance-Decline Ratiocalc_breadth_ratio
Compute TRIN Breadthcalc_breadth_trin
Add CCI Featurescalc_CCI
Add Chaikin Accumulation Distribution Featurescalc_chaikinAD
Add Chaikin Volatility Featurescalc_chaikinVolatility
Add Chaikin Money Flow Featurescalc_CMF
Add Chande Momentum Oscillator Featurescalc_CMO
Compute Contango-Backwardation Regimecalc_contango_backwardation
Compute Coupon Schedulecalc_coupon_schedule
Add Credit-Spread Featurescalc_credit_spread
Compute Yield Curve Butterflycalc_curve_butterfly
Shock A Zero-Rate Curvecalc_curve_shock
Compute Yield Curve Slopecalc_curve_slope
Interpolate Zero Rates On A Curvecalc_curve_zero_rate
Compute Day-Count Fractioncalc_day_count_frac
Add Double Exponential Moving Average Featurescalc_DEMA
Add Donchian Channel Featurescalc_DonchianChannels
Add Exponential Moving Average Featurescalc_EMA
Add EMA-Cross Strategy Targetscalc_EMA_cross
Add Ease of Movement Featurescalc_EMV
Add Excess-Spread Featurescalc_excess_spread
Compute Front-Next Futures Spreadcalc_front_next_spread
Compute Futures Curve Butterflycalc_futures_curve_butterfly
Compute Futures Curve Slopecalc_futures_curve_slope
Add FX Basis Featurescalc_fx_basis
Add FX Carry Featurescalc_fx_carry
Add FX Forward-Points Featurescalc_fx_forward_points
Add FX Realized-Carry Featurescalc_fx_realized_carry
Add Hull Moving Average Featurescalc_HMA
Add Keltner Channel Featurescalc_KeltnerChannels
Add Know Sure Thing Featurescalc_KST
Add Rolling Kurtosis Featurescalc_kurtosis
Add Signed Fibonacci Ladder Indicescalc_ladder_index
Add Log-Spread Featurescalc_log_spread
Add MACD Featurescalc_MACD
Add Money Flow Index Featurescalc_MFI
Add Microprice Featurescalc_microprice
Add Mid-Price Featurescalc_mid_price
Add Min-Max Normalization Featurescalc_normalize
Add On-Balance Volume Featurescalc_OBV
Compute Option Deltacalc_option_delta
Add Option Forward-Moneyness Featurescalc_option_forward_moneyness
Compute Option Gammacalc_option_gamma
Compute Option Greekscalc_option_greeks
Compute Option Implied Volatilitycalc_option_iv
Compute Option Implied-Volatility Skewcalc_option_iv_skew
Compute Option Implied-Volatility Term Structurecalc_option_iv_term_structure
Add Option Moneyness Featurescalc_option_moneyness
Compute Option Put-Call IV Spreadcalc_option_put_call_iv_spread
Compute Option Rhocalc_option_rho
Compute Option Risk Statecalc_option_risk_state
Compute Option Smile Slopecalc_option_smile_slope
Compute Option Thetacalc_option_theta
Compute Option Vegacalc_option_vega
Add Order-Imbalance Featurescalc_order_imbalance
Add Rolling Percent-Rank Featurescalc_percent_rank
Compute Per-Period Yield Ratescalc_period_rate
Compute Position Greekscalc_position_greeks
Add Price-Impact Proxy Featurescalc_price_impact_proxy
Add Ratio Featurescalc_ratio
Add Realized Volatility Featurescalc_realized_vol
Add Relative-Strength Featurescalc_relative_strength
Add Rate of Change Featurescalc_ROC
Compute Annualized Roll Yieldcalc_roll_yield
Add Rolling Beta Featurescalc_rolling_beta
Add Rolling Correlation Featurescalc_rolling_corr
Add Rolling Quantile Featurescalc_rolling_quantile
Add Relative Strength Index Featurescalc_RSI
Add Parabolic SAR Featurescalc_SAR
Add Rolling Skewness Featurescalc_skewness
Add Slippage-Proxy Featurescalc_slippage_proxy
Add Simple Moving Average Featurescalc_SMA
Add Stochastic Momentum Index Featurescalc_SMI
Add Spread Featurescalc_spread
Compute Spread-Curve Butterflycalc_spread_curve_butterfly
Compute Spread-Curve Slopecalc_spread_curve_slope
Add Stochastic Oscillator Featurescalc_StochasticOscillator
Standard Backtest Performance Summarycalc_strategy_performance_summary
Compute Term-Structure Carrycalc_term_structure_carry
Add Rolling Tracking-Error Featurescalc_tracking_error
Add TRIX Featurescalc_TRIX
Add Turnover Featurescalc_turnover
Add Ultimate Oscillator Featurescalc_ultimateOscillator
Add Volume-Weighted Average Price Featurescalc_VWAP
Add Volume-Weighted Moving Average Featurescalc_VWMA
Add Weighted Moving Average Featurescalc_WMA
Add Williams Percent R Featurescalc_WPR
Add Zero-Lag Exponential Moving Average Featurescalc_ZLEMA
Add Z-Score Featurescalc_zscore
Compare Strategy Backtestscompare_strategy_backtests
Filter Walk-Forward Results for Overfit Riskfilter_walk_forward_results
Generate a Market-Order Action Plangen_action_plan_rcpp
Mine Strategy Parameters Across Asset-Year Pairsmine_strategy_asset_years
Mine Strategy Assetsmine_strategy_assets
Mine Strategy Parametersmine_strategy_params
Walk-Forward Strategy Miningmine_strategy_walk_forward
Plan Curve Trade Adjustmentplan_curve_trade_adjustment
Plan Delta-Neutral Adjustmentplan_delta_neutral_adjustment
Plan Duration-Neutral Adjustmentplan_duration_neutral_adjustment
Plan Portfolio Adjustmentsplan_portfolio_adjustment
Plan Vega Target Adjustmentplan_vega_target_adjustment
Rank Strategy Resultsrank_strategy_results
Select Strategy Parameter Candidatesselect_strategy_params
ATR-Breakout Action Planstrat_atr_breakout_action_plan
ATR-Breakout Target Positionsstrat_atr_breakout_tgt_pos
ATR-Breakout-Trailing-Stop Action Planstrat_atr_breakout_trailing_stop_action_plan
ATR-Breakout-Trailing-Stop Target Positionsstrat_atr_breakout_trailing_stop_tgt_pos
Bollinger-Low-ADX-Reversion Action Planstrat_bollinger_low_adx_revert_action_plan
Bollinger-Low-ADX-Reversion Target Positionsstrat_bollinger_low_adx_revert_tgt_pos
Bollinger-Reversion Action Planstrat_bollinger_revert_action_plan
Bollinger-Reversion-RSI Action Planstrat_bollinger_revert_rsi_action_plan
Bollinger-Reversion-RSI Target Positionsstrat_bollinger_revert_rsi_tgt_pos
Bollinger-Reversion Target Positionsstrat_bollinger_revert_tgt_pos
Bollinger-Squeeze-Breakout Action Planstrat_bollinger_squeeze_breakout_action_plan
Bollinger-Squeeze-Breakout Target Positionsstrat_bollinger_squeeze_breakout_tgt_pos
Bond-Carry-and-Roll Action Planstrat_bond_carry_roll_action_plan
Bond-Carry-and-Roll-Duration-Cap Action Planstrat_bond_carry_roll_duration_cap_action_plan
Bond-Carry-and-Roll-Duration-Cap Target Positionsstrat_bond_carry_roll_duration_cap_tgt_pos
Bond-Carry-and-Roll-Spread-Filter Action Planstrat_bond_carry_roll_spread_filter_action_plan
Bond-Carry-and-Roll-Spread-Filter Target Positionsstrat_bond_carry_roll_spread_filter_tgt_pos
Bond-Carry-and-Roll Target Positionsstrat_bond_carry_roll_tgt_pos
Constant-Exposure Action Planstrat_buy_and_hold_action_plan
Constant-Exposure Target Positionsstrat_buy_and_hold_tgt_pos
Credit-Spread-Momentum Action Planstrat_credit_spread_momentum_action_plan
Credit-Spread-Momentum Target Positionsstrat_credit_spread_momentum_tgt_pos
Credit-Spread-Reversion Action Planstrat_credit_spread_revert_action_plan
Credit-Spread-Reversion Target Positionsstrat_credit_spread_revert_tgt_pos
Cross-Asset-Trend-Allocation Target Weightsstrat_cross_asset_trend_allocation_target_weights
Cross-Sectional-Rank-Allocator Action Planstrat_cross_sectional_rank_allocator_action_plan
Cross-Sectional-Rank-Allocator Target Positionsstrat_cross_sectional_rank_allocator_tgt_pos
Curve-Butterfly Action Planstrat_curve_butterfly_action_plan
Curve-Butterfly Target Positionsstrat_curve_butterfly_tgt_pos
Curve-Steepener Action Planstrat_curve_steepener_action_plan
Curve-Steepener Target Positionsstrat_curve_steepener_tgt_pos
Curve-Steepener-Z-Score Action Planstrat_curve_steepener_zscore_action_plan
Curve-Steepener-Z-Score Target Positionsstrat_curve_steepener_zscore_tgt_pos
Donchian-Breakout Action Planstrat_donchian_breakout_action_plan
Donchian-Breakout Target Positionsstrat_donchian_breakout_tgt_pos
Donchian-Retest-Breakout Action Planstrat_donchian_retest_breakout_action_plan
Donchian-Retest-Breakout Target Positionsstrat_donchian_retest_breakout_tgt_pos
Donchian-Turtle Action Planstrat_donchian_turtle_action_plan
Donchian-Turtle Target Positionsstrat_donchian_turtle_tgt_pos
EMA-Cross Action Planstrat_ema_cross_action_plan
EMA-Cross-ADX Action Planstrat_ema_cross_adx_action_plan
EMA-Cross-ADX Target Positionsstrat_ema_cross_adx_tgt_pos
EMA-Cross-Slope-Confirm Action Planstrat_ema_cross_slope_confirm_action_plan
EMA-Cross-Slope-Confirm Target Positionsstrat_ema_cross_slope_confirm_tgt_pos
EMA-Cross Target Positionsstrat_ema_cross_tgt_pos
EMA-Triple-Trend Action Planstrat_ema_triple_trend_action_plan
EMA-Triple-Trend Target Positionsstrat_ema_triple_trend_tgt_pos
Equal-Weight-Rebalance Target Weightsstrat_equal_weight_rebalance_target_weights
Funding-Basis-Convergence Action Planstrat_funding_basis_convergence_action_plan
Funding-Basis-Convergence Target Positionsstrat_funding_basis_convergence_tgt_pos
FX-Carry Action Planstrat_fx_carry_action_plan
FX-Carry-Basket-Rank Action Planstrat_fx_carry_basket_rank_action_plan
FX-Carry-Basket-Rank Target Positionsstrat_fx_carry_basket_rank_tgt_pos
FX-Carry Target Positionsstrat_fx_carry_tgt_pos
FX-Carry-Trend Action Planstrat_fx_carry_trend_action_plan
FX-Carry-Trend Target Positionsstrat_fx_carry_trend_tgt_pos
Gamma-Scalp-Support Action Planstrat_gamma_scalp_support_action_plan
Gamma-Scalp-Support Target Positionsstrat_gamma_scalp_support_tgt_pos
Inverse-Volatility-Allocation Target Weightsstrat_inverse_volatility_allocation_target_weights
IV-Directional-Overlay Action Planstrat_iv_directional_overlay_action_plan
IV-Directional-Overlay Target Positionsstrat_iv_directional_overlay_tgt_pos
IV-Skew Action Planstrat_iv_skew_action_plan
IV-Skew-Realized-Vol-Confirm Action Planstrat_iv_skew_realized_vol_confirm_action_plan
IV-Skew-Realized-Vol-Confirm Target Positionsstrat_iv_skew_realized_vol_confirm_tgt_pos
IV-Skew Target Positionsstrat_iv_skew_tgt_pos
IV-Skew-Z-Score Action Planstrat_iv_skew_zscore_action_plan
IV-Skew-Z-Score Target Positionsstrat_iv_skew_zscore_tgt_pos
IV-Term-Structure Action Planstrat_iv_term_structure_action_plan
IV-Term-Structure Target Positionsstrat_iv_term_structure_tgt_pos
Ladder Bounce Action Planstrat_ladder_bounce_action_plan
Ladder Bounce Target Positionsstrat_ladder_bounce_tgt_pos
Ladder Breakout Action Planstrat_ladder_breakout_action_plan
Ladder Breakout Target Positionsstrat_ladder_breakout_tgt_pos
MACD-Contrarian Action Planstrat_macd_contrarian_action_plan
MACD-Contrarian Target Positionsstrat_macd_contrarian_tgt_pos
MACD-Cross Action Planstrat_macd_cross_action_plan
MACD-Cross Target Positionsstrat_macd_cross_tgt_pos
MACD-Histogram-Momentum Action Planstrat_macd_histogram_momentum_action_plan
MACD-Histogram-Momentum Target Positionsstrat_macd_histogram_momentum_tgt_pos
MACD-Zero-Line Action Planstrat_macd_zero_line_action_plan
MACD-Zero-Line Target Positionsstrat_macd_zero_line_tgt_pos
Pair-Spread-Bollinger Action Planstrat_pair_spread_bollinger_action_plan
Pair-Spread-Bollinger Target Positionsstrat_pair_spread_bollinger_tgt_pos
Pair-Spread-Half-Life-Reversion Action Planstrat_pair_spread_half_life_revert_action_plan
Pair-Spread-Half-Life-Reversion Target Positionsstrat_pair_spread_half_life_revert_tgt_pos
Pair-Spread-Reversion Action Planstrat_pair_spread_revert_action_plan
Pair-Spread-Reversion Target Positionsstrat_pair_spread_revert_tgt_pos
Backtest Daily Portfolio Target Weightsstrat_portfolio_daily_backtest
Ratio-Reversion Action Planstrat_ratio_revert_action_plan
Ratio-Reversion Target Positionsstrat_ratio_revert_tgt_pos
Regime-Switching Action Planstrat_regime_switch_action_plan
Regime-Switching Target Positionsstrat_regime_switch_tgt_pos
Relative-Strength Action Planstrat_relative_strength_action_plan
Relative-Strength-Dual-Momentum Action Planstrat_relative_strength_dual_momentum_action_plan
Relative-Strength-Dual-Momentum Target Positionsstrat_relative_strength_dual_momentum_tgt_pos
Relative-Strength-Persistence Action Planstrat_relative_strength_persistence_action_plan
Relative-Strength-Persistence Target Positionsstrat_relative_strength_persistence_tgt_pos
Relative-Strength Target Positionsstrat_relative_strength_tgt_pos
Roll-Yield Action Planstrat_roll_yield_action_plan
Roll-Yield-Cross-Sectional Action Planstrat_roll_yield_cross_sectional_action_plan
Roll-Yield-Cross-Sectional Target Positionsstrat_roll_yield_cross_sectional_tgt_pos
Roll-Yield-Mean-Revert Action Planstrat_roll_yield_mean_revert_action_plan
Roll-Yield-Mean-Revert Target Positionsstrat_roll_yield_mean_revert_tgt_pos
Roll-Yield-Momentum Action Planstrat_roll_yield_momentum_action_plan
Roll-Yield-Momentum Target Positionsstrat_roll_yield_momentum_tgt_pos
Roll-Yield Target Positionsstrat_roll_yield_tgt_pos
RSI-Divergence Action Planstrat_rsi_divergence_action_plan
RSI-Divergence Target Positionsstrat_rsi_divergence_tgt_pos
RSI-Dynamic-Threshold-Reversion Action Planstrat_rsi_dynamic_threshold_revert_action_plan
RSI-Dynamic-Threshold-Reversion Target Positionsstrat_rsi_dynamic_threshold_revert_tgt_pos
Log-Return-RSI-Reversion Action Planstrat_rsi_logr_revert_action_plan
Log-Return-RSI-Reversion Target Positionsstrat_rsi_logr_revert_tgt_pos
RSI-Reversion Action Planstrat_rsi_revert_action_plan
RSI-Reversion Target Positionsstrat_rsi_revert_tgt_pos
RSI-Trend-Aware-Reversion Action Planstrat_rsi_trend_aware_revert_action_plan
RSI-Trend-Aware-Reversion Target Positionsstrat_rsi_trend_aware_revert_tgt_pos
Straddle Action Planstrat_straddle_action_plan
Straddle Target Positionsstrat_straddle_tgt_pos
Strangle Action Planstrat_strangle_action_plan
Strangle Target Positionsstrat_strangle_tgt_pos
Trend-Pullback Action Planstrat_trend_pullback_action_plan
Trend-Pullback-ATR Action Planstrat_trend_pullback_atr_action_plan
Trend-Pullback-ATR Target Positionsstrat_trend_pullback_atr_tgt_pos
Trend-Pullback Target Positionsstrat_trend_pullback_tgt_pos
Vertical-Spread Action Planstrat_vertical_spread_action_plan
Vertical-Spread Target Positionsstrat_vertical_spread_tgt_pos
Volatility-Carry Action Planstrat_vol_carry_action_plan
Volatility-Carry Target Positionsstrat_vol_carry_tgt_pos
Vol-Targeted Action Planstrat_vol_target_action_plan
Vol-Target-Regime-Floor Action Planstrat_vol_target_regime_floor_action_plan
Vol-Target-Regime-Floor Target Positionsstrat_vol_target_regime_floor_tgt_pos
Vol-Targeted Target Positionsstrat_vol_target_tgt_pos
VWAP-Reversion Action Planstrat_vwap_revert_action_plan
VWAP-Reversion Target Positionsstrat_vwap_revert_tgt_pos
Strategy Monitor Definitionstrategy_monitor_definition
Public Strategy Definitionstrategy_public_definition
Summarize Walk-Forward Mining Resultssummarize_walk_forward_results