Published
Aug 7, 2025
1y ago
Total Downloads
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Install
dotnet add package StockSharp.Strategies.0399_Small_Cap_Premium --version 5.0.0
No framework information available.
README
Small Cap Premium (C# Version)
The Small Cap Premium strategy captures the historical tendency for small capitalization stocks to outperform large caps. The universe is split by market capitalization and the portfolio holds a basket of small caps while shorting an index of large caps.
Details
- Entry Criteria: Selection by market capitalization ranking.
- Long/Short: Both directions.
- Exit Criteria: Periodic rebalance.
- Stops: No explicit stop.
- Default Values:
CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Fundamental
- Direction: Both
- Indicators: Fundamentals
- Stops: No
- Complexity: Basic
- Timeframe: Medium-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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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.
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