Robinhood Chain has recently seen a noticeable surge in on-chain activity. By late August 2026, transaction activity on the network had accelerated significantly. On August 30, Robinhood Chain process...
Put Factors Under Continuous Evaluation: Implementing the APFF Multi-Asset Perpetual Strategy on FMZ
Writing a momentum factor is not difficult. Writing a mean-reversion factor is not difficult either. The real hesitation begins when two factors give opposite opinions today: which one should the capi...
At 11:30 on August 30, Binance listed the USDT-margined perpetual contract for 牛来, whose contract symbol is literally the Chinese 牛来USDT. The coin comes from a Chinese animated film that two...
This article studies a behavioral-finance hypothesis created by a rolling statistical window. Instead of directly forecasting future prices, we calculate in advance how the 24h percentage change trade...
I had wanted for some time to build a relatively complete model for binary markets. At first glance, these markets look simple. Take Polymarket’s 15-minute BTC Up/Down market as an example: each...
A grid answers the question, “At what price should the strategy take an action?” Kelly answers a different question: “How much capital may the entire strategy use at most?” Only by separating these tw...
This article focuses on the contract-selection problem in directional options trading: once you already have a bullish or bearish view, how do you choose the contract that best expresses that vie...
A quantitative strategy can be as complex as you like, but complexity alone does not tell you whether the strategy is worth trading. Moving averages, RSI, machine-learning models, and even more sophis...
I have recently become interested in relative-value and arbitrage strategies. In an earlier example, we traded EWY against Samsung Electronics and SK Hynix. That trade, however, depended on a human be...
This strategy is intended solely for quantitative research and software design discussion. It does not constitute investment advice. DCA can accumulate exposure during one-way markets, and stop-loss o...