Problem scenario For a long time, the data delay problem of the position API interface of the digital currency exchange has always bothered me. I… ( Read More )
High frequency backtesting system based on transaction by transaction and defects of K-line backtesting
I released a backtesting engine in the article "Study on Multi-currency Hedging Strategy of Binance Futures" (https://www.fmz.com/digest-topic/5294). And the first report is based on the… ( Read More )
What You Need to Know to Familiar with MyLanguage on FMZ -- Parameters of MyLanguage Trading Class Library
It is really simple to write trend strategies in MyLanguage. Thanks to encapsulation, we can write a strategy with only a few lines of code.… ( Read More )
What You Need to Know to Familiar with MyLanguage on FMZ -- Interface Charts
In the previous article, we have learned about the template parameters of the "MyLanguage Trading Class Library" of MyLanguage. This template comes with the creation… ( Read More )
Take you to analyze the Sharpe ratio, maximum drawdown, return rate and other indicator algorithms in the strategy backtesting
Some performance indicator algorithms of the strategy are often discussed by group members, and an algorithm has also been disclosed in the API document of… ( Read More )
Modeling and Analysis of Bitcoin Volatility Based on ARMA-EGARCH Model
Recently, I have made some analysis on the volatility of Bitcoin, which is wordy and spontaneous. So I simply share some of my understanding and… ( Read More )
[Binance Championship] Binance Delivery Contract Strategy 3 - Butterfly Hedging
Recently, Binance futures launched the second "Binance Championship" (address: https://www.binancezh.com/cn/futures/activity/anniversary-competition/129-38599440). The official FMZ Quant platform has also organized a team, which can be found by… ( Read More )
The Use of Servers in Quantitative Trading
When we carry out the programming and quantitative trading, we can use any device to run the quantitative trading program (a robot program that operates… ( Read More )
Solution to Get the http Request Message Sent by the Docker
When testing and debugging the strategy code, or running the robot on the real bot, the exchange interface often reports errors. At this time, go… ( Read More )
A brief explanation of why it is not feasible to achieve asset movement on OKEX through a contract hedging strategy
Recently, OKEX currencies have become game coins, and many of bros are considering whether it is feasible to transfer the "game coins" out by contract… ( Read More )