Each strategy may use one or more agents. Explore its available implementations, templates, and demos in Agent Space.
| Strategy | Execution Pattern | Status |
|---|---|---|
| Market Making | Limit orders are placed on both buy and sell sides. | Supported |
| Grid Trading | A grid of standing limit buy or sell orders is submitted across a price range. | Supported |
| RFQ (Request for Quote) | Quotes from liquidity providers are requested and executed against the best available quote. | Supported |
| Taker Fill Loops | Buy or sell RFQ orders are executed in chunks until the target amount is fully filled. | Supported |
| Spot Grid | Places bids and offers at fixed price levels around the mid price. | Supported |
| Portfolio Rebalancing | Trades assets to maintain configured portfolio weights. | Supported |
| Infinite Grid | Maintains a grid without a fixed price range, regenerating orders as the market moves. | Supported |
| Spread Capture | Maintains a bid and offer around the market price to capture the bid–ask spread. | Supported |
| Spot DCA | Places periodic spot orders to accumulate an asset gradually over time. | Supported |
| Mean Reversion | Trades when the mid price diverges from and returns toward a rolling reference value. | Supported |
| Trend Following | Opens positions based on EMA crossover signals and follows the resulting market direction. | Supported |
| Arbitrage | Detects and trades price differences between external venues and Canton markets. | Supported |
| Pairs Trading | Trades two related markets when the spread between them deviates from its expected range. | Supported |
| Copy Trading | Mirrors the order flow of a selected trading party. | Supported |
| DCA Portfolio | Runs a DCA strategy across multiple configured markets. | Supported |
| Yield Rotation | Reallocates assets between markets based on risk-adjusted return signals. | Supported |