Module strategies 

Example trading strategies for backtesting and demonstration.

Re-exports

pub use delta_neutral_vol::DeltaNeutralVol;

pub use delta_neutral_vol::DeltaNeutralVolConfig;

pub use ema_cross::EmaCross;

pub use ema_cross::EmaCrossConfig;

pub use grid_mm::GridMarketMaker;

pub use grid_mm::GridMarketMakerConfig;

pub use hurst_vpin_directional::HurstVpinDirectional;

pub use hurst_vpin_directional::HurstVpinDirectionalConfig;

Modules

delta_neutral_vol

Delta-neutral short volatility hedger.

ema_cross

Dual-EMA crossover strategy.

grid_mm

Grid market making strategy with inventory-based skewing.

hurst_vpin_directional

Hurst/VPIN directional strategy.