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 ...
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 the order book and its predictive ability for...
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 not equal to the risks of individual assets an...
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...
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 strategy is Penny Jump, whi...
Looking at a not-so-reliable trading idea — the K-line area trading strategy, in this article, we will explore the concept and try to implement the script. Main Idea of the K-Line Area Strategy ...
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 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...