Bayesian statistics is a powerful discipline in the field of mathematics, with wide applications in many areas including finance, medical research, and information technology. It… ( Read More )
The Advantages of Using FMZ's Extended API for Efficient Group Control Management in Quantitative Trading
With the popularization and development of quantitative trading, investors often need to manage a large number of live accounts, which brings great challenges to trading… ( Read More )
Price Performance After the Currency is Listed on Perpetual Contracts
Most people know that once Binance announces the listing of a new perpetual contract, the spot price of this cryptocurrency often rises immediately. This has… ( Read More )
The Correlation Between the Rise and Fall of Currencies and Bitcoin
In previous articles, we discussed a common phenomenon in the digital currency market: most digital currencies, especially those that follow the price fluctuations of Bitcoin… ( Read More )
A Brief Discussion on the Balance of Order Books in Centralized Exchanges
Recently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in… ( Read More )
Measuring Risk and Return - An Introduction to Markowitz Theory
Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is… ( Read More )
A Powerful Tool for Programmatic Traders: Incremental Update Algorithm for Calculating Mean and Variance
Introduction In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indicators. When we need high-frequency… ( Read More )
Construction and Application of Market Noise
Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.Thanks to the FMZ… ( Read More )
PSY Factor Upgrade and Transformation
Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.Thanks to the FMZ… ( Read More )
High-Frequency Trading Strategy Analysis - Penny Jump
High-frequency trading is a challenging and competitive field that relies on rapid trade execution and sensitive insights into the microstructure of the market. One notable… ( Read More )