Skip to main content
N
StockSharp.Strategies.0355_Betting_Against_Beta.py package icon

StockSharp.Strategies.0355_Betting_Against_Beta.py

v5.0.0Latest Stable
Any Framework

Betting Against Beta (Python)

StockSharp
NuGetWebsiteLicenseCompare
Published
Aug 7, 2025
1y ago
Total Downloads
744
744

Install

dotnet add package StockSharp.Strategies.0355_Betting_Against_Beta.py --version 5.0.0
Download NuGet FileBrowse File Contents

No framework information available.

README

Betting Against Beta (Python Version)

The Betting Against Beta strategy goes long on the lowest-beta assets and short on the highest-beta ones. Betas are calculated against a benchmark over a rolling window and the portfolio is rebalanced on the first trading day of each month.

Details

  • Entry Criteria: rank universe by beta relative to the benchmark; long lowest decile, short highest decile.
  • Long/Short: Both directions.
  • Exit Criteria: Positions adjusted at the next monthly rebalance.
  • Stops: No explicit stop logic.
  • Default Values:
    • WindowDays = 252
    • Deciles = 10
    • CandleType = TimeSpan.FromDays(1).TimeFrame()
    • MinTradeUsd = 100
  • Filters:
    • Category: Factor
    • Direction: Both
    • Indicators: Statistical
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Daily
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium

Adoption Assessment

A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.

No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.

Related Guides & Workflows

Learn how to evaluate, integrate, or audit this package in your .NET project.

Audit NuGet dependencies in a .NET projectReview NuGet licenses before shipping