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 and Ethereum, often show ...
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 and long-ter...
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 Platform, I will share more content r...
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 Platform, I will share more content r...
Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to focus on risk management especially. This is b...
In the field of quantitative trading, simple and easy-to-use quantitative trading tools have always been one of the keys to achieving wealth growth and risk management. However, with increasing market...
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 this topic. Data Required We need o...
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 article will focus on depth d...
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 to analyze the trades order data. YGG recentl...
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 value. We are also interested in the dis...