SigTech
Market data analysis, portfolio/investment/trading strategies research, finance charts/graphs, as used by hedge funds.
SigTech is a plugin that allows you to retrieve financial market data, analyze instrument valuations, and test trading strategies. By calling the /query endpoint and using the response to guide your next steps, you can effectively analyze and plan your trading activities. Remember to check the status of each object created and wait for it to be successful before continuing. With SigTech, you can also showcase plots as inline images with markdown. Just keep in mind that SigTech does not provide trading advice. Results are based solely on your requests, and past returns are not indicative of the future.
How to
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API docs
Learn how to use SigTech effectively! Here are a few example prompts, tips, and the documentation of available commands.
Example prompts
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Prompt 1: "List previous sessions."
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Prompt 2: "Start a new session to get a sessionID."
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Prompt 3: "Retrieve the session linked to sessionID."
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Prompt 4: "Display all session objects."
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Prompt 5: "Check the status of a created instrument or strategy."
Features and commands
| Feature/Command | Description |
|---|---|
/sessions | This command allows you to list previous sessions and retrieve session details created in the last 24 hours using the Sessions API. |
/sessions/{sessionId} | This command allows you to load a previous session and retrieve the session linked to sessionId, keeping all instrument and strategy objectIDs. |
/sessions/{sessionId}/objects | This command allows you to list created objects and display all session objects. |
/sessions/{sessionId}/objects/{objectId} | This command allows you to read the status of a created instrument or strategy and check if the objectId is succeeded. |
/instruments | This command allows you to create instruments and generate an objectID for a CASH instrument. |
/strategies/basket | This command allows you to create a basket strategy by defining a basket of instruments or strategies using their objectIDs, weights, and a rebalancing schedule. |
/strategies/futures/rolling | This command allows you to create a rolling futures strategy that closes expiring contracts while opening new positions in contracts with later expirations, maintaining asset exposure. |
/strategies/signal | This command allows you to create a signal strategy using changing weights given by a signals dictionary. |
/plugin/query | This command allows you to find relevant APIs and inputs by querying the API for a specific question and a list of relevant financial instruments. |
/plugin/performance | This command allows you to retrieve the performance of an object and outputs the performance summary of your strategy in JSON format. |
For AI
NameSigTech
DescriptionFunctionality to:
- Retrieve financial market data
- Analyze instrument valuations
- Test trading strategies
- Plot charts
- Answer any question on Sigtech
It is absolutely vital to: * create a global '/session' as the first call (only one session is needed) and, following this, * call the '/query' endpoint as the first call for each task, providing the details.
Essential Workflow:
**Start with a Session**: Before any other action, always initiate by creating a global session using /sessions. This is a crucial first step.
**Plan Your Actions**: For every user question, begin by calling /query (in 'PLAN' mode) detailing the task for the API. Include a list of potentially relevant market data with 'instruments'. 'PLAN' mode returns a plan with the suggested APIs.
**Execute the Plan**: Use the provided APIs to retrieve and analyze data as needed.
**Present Response**: Provide the results with numbers in markdown tables and the plot images shown as inline markdown.
**Conclude with a Disclaimer**: Include a disclaimer emphasizing that 'results are based solely on user requests, with no specific trading activity being recommended, and past returns do not guarantee future results'.
Some example questions this functionality helps with include:
- How has gold performed over the last 5 years?
- How would a 50% - 50% basket of S&P futures & treasury futures have performed over the last year?
- What data does sigtech provide?
- How do you use the sigtech plugin?
- Can you chart the EURUSD rate versus GDP data?
- What is a rolling future strategy in sigtech?
- What can sigtech do?
Important:
It is absolutely vital to: * create a global '/session' as the first call (only one session is needed) and, following this, * call the '/query' endpoint as the first call for each task, providing the details.
Once objects are created, the status of each object created should always be queried until it has SUCCEEDED before continuing.
Do not pause while waiting for the object to finish.
If any errors or failures occur, such as 'Object fetch failures', call /query (in 'HELP' mode and including any instruments & identifiers in 'instruments'). This will give help on overcoming issues.
For any missing features or user feedback, call /query (in 'REQUESTS' mode), with details of the request.
Individual future contracts like (ESZ22 INDEX) can be obtained via /instruments and rolling futures should be used on future strips.
All plots should be shown inline as images with markdown.
Multiple numerical values, such as performance metrics, should always be given in a markdown table.
Give short names to baskets and signal strategies.
Never give trading advice.
Updates
First added1 September 2023