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Thefmzinc
Deviation rate BIAS trading strategy
Posted on June 30, 2020June 30, 2020

Deviation rate BIAS trading strategy

Summary As the saying goes, This world will seperate after long time united. Also will do the opposite after long time pliting. And this phenomenon… ( Read More )

Thefmzinc
Evaluation of backtest capital curve using "pyfolio" tool
Posted on June 23, 2020June 23, 2020

Evaluation of backtest capital curve using "pyfolio" tool

Foreword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so… ( Read More )

Thefmzinc
Python version of Commodity Futures Intertemporal Bollinger Hedge Strategy (Study purpose only)
Posted on June 20, 2020June 20, 2020

Python version of Commodity Futures Intertemporal Bollinger Hedge Strategy (Study purpose only)

The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective.… ( Read More )

Thefmzinc
Interfacing with FMZ robot using "Tradingview" indicator
Posted on June 19, 2020June 19, 2020

Interfacing with FMZ robot using "Tradingview" indicator

Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete… ( Read More )

Thefmzinc
Commodity "futures and spots" Arbitrage Chart Based on FMZ Fundamental Data
Posted on June 17, 2020June 17, 2020

Commodity "futures and spots" Arbitrage Chart Based on FMZ Fundamental Data

Summary Some people may be unfamiliar with the word "arbitrage", but "arbitrage" is very common in real life. For example, the owner of a convenience… ( Read More )

Thefmzinc
High-frequency backtest system based on each transaction and the defects of K-line backtest
Posted on June 16, 2020June 16, 2020

High-frequency backtest system based on each transaction and the defects of K-line backtest

When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line… ( Read More )

Thefmzinc
Python version of commodity futures intertemporal hedging strategy
Posted on June 12, 2020June 12, 2020

Python version of commodity futures intertemporal hedging strategy

Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this strategy is a simple teaching strategy, intended to show the design… ( Read More )

Thefmzinc
Some Thoughts on the Logic of Crypto Currency Futures Trading
Posted on June 10, 2020June 10, 2020

Some Thoughts on the Logic of Crypto Currency Futures Trading

Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven't… ( Read More )

Thefmzinc
Crocodile line trading system Python version
Posted on June 9, 2020June 9, 2020

Crocodile line trading system Python version

Summary People who have done financial trading will probably have an experience. Sometimes the price fluctuations are regular, but more often it shows an unstable… ( Read More )

Thefmzinc
Enhanced analysis tool based on Alpha101 grammar development
Posted on June 9, 2020June 9, 2020

Enhanced analysis tool based on Alpha101 grammar development

Summary The FMZ platform launched a trading factor analysis tool based on "WorldQuant Alpha101", which provides a new weapon for developers of quantitative trading strategies.… ( Read More )

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