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Author: Lydia

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Lydia
Posted on August 10, 2023August 10, 2023

Thoughts on High-Frequency Trading Strategies (5)

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 )

Lydia
Posted on August 10, 2023August 10, 2023

Thoughts on High-Frequency Trading Strategies (4)

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 )

Lydia
Posted on August 8, 2023August 8, 2023

Thoughts on High-Frequency Trading Strategies (3)

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 )

Lydia
Posted on August 4, 2023August 4, 2023

Thoughts on High-Frequency Trading Strategies (2)

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 )

Lydia
Posted on August 4, 2023August 4, 2023

Thoughts on High-Frequency Trading Strategies (1)

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 )

Lydia
Posted on July 21, 2023July 21, 2023

FMZ Quant Uniswap V3 Exchange Pool Liquidity Related Operations Guide (Part 1)

NonfungiblePositionManager Contract in Uniswap V3 When we add liquidity to the Uniswap V3 liquidity pool (trading pair pool), the NonfungiblePositionManager contract returns a minted NFT… ( Read More )

Lydia
Posted on July 7, 2023July 7, 2023

Application of the "__Thread" function in JavaScript strategy design

In the initial design of FMZ strategy, if asynchronous concurrent operations are required, the exchange.Go() function can only be used to achieve concurrent execution of FMZ encapsulated… ( Read More )

Lydia
Posted on June 30, 2023June 30, 2023

Get Started with web3 Development Easily Based on Ethereum Using FMZ

EtherEaseWithFMZ Tutorial Get started with web3 development based on Ethereum using FMZ easily Ethereum is a smart contract platform based on blockchain technology, which provides… ( Read More )

Lydia
Posted on June 30, 2023June 30, 2023

Teach you to design template class library to get K-line data of specified length

When designing trend strategies, it is often necessary to have a sufficient number of K-line bars for calculating indicators. The calculation of indicators relies on… ( Read More )

Lydia
Posted on April 3, 2023April 3, 2023

Explore the new functions of FMZ strategy editor: How ChatGPT improves your quantitative productivity significantly

For quantitative trading and programmatic trading beginners, what are the biggest difficulties in learning? Generally speaking, there are several reasons: With the development of AI… ( Read More )

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