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...
A Comparative Online Learning Experiment Based on FMZ Rust Online learning is easily presented as a natural advantage in quantitative research: markets are non-stationary, so models should continuousl...
SK Hynix has recently put the word “arbitrage” back in the spotlight. With stock perpetual contracts going live, instruments such as SK Hynix and Samsung Electronics—which previously traded only throu...