StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0362_Crypto_Rebalancing_Premium.py&version=5.0.0
                    


                            Install as a Cake Tool

Crypto Rebalancing Premium Strategy (Python Version)

The Crypto Rebalancing Premium strategy maintains an equal‑weight portfolio of Bitcoin and Ethereum. By rebalancing the basket each week it attempts to harvest the premium generated by volatility between the two assets.

The strategy watches hourly candles and performs a rebalance at the first hour of every Monday. Trades are skipped if the required adjustment is smaller than a user‑defined USD threshold.

Details

  • Universe: Bitcoin and Ethereum symbols.
  • Signal: Keep BTC and ETH at 50/50 weights.
  • Rebalance: Weekly on Monday 00:00 UTC.
  • Positioning: Long only, equal‑weight.
  • Parameters:
    • BTC – bitcoin security.
    • ETH – ethereum security.
    • MinTradeUsd – minimum trade value in USD.
    • CandleType – candle timeframe (default: 1 hour).
  • Note: Implementation is simplified and does not include fees or funding costs.
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version Downloads Last Updated
5.0.0 227 8/7/2025

fixes.