In the previous article, various methods for calculating mid-price were introduced, and a revised mid-price was proposed. In this article, we will delve deeper into… ( Read More )

The previous article demonstrated the need for dynamically adjusting parameters and how to evaluate the quality of estimates by studying the order arrival intervals. This… ( Read More )

In the previous article, I introduced how to model cumulative trading volume and analyzed the phenomenon of price impact. In this article, I will continue… ( Read More )

Accumulated Trading Amount Modeling In the previous article, we derived an expression for the probability of a single trade amount being greater than a certain… ( Read More )

I have written two articles on high-frequency trading of digital currencies, namely "Digital Currency High-Frequency Strategy Detailed Introduction" and "Earn 80 Times in 5 Days,… ( Read More )