After many weeks of intense development, the new version of FMZ's trading terminal is online finally. It is supported by both the web page and… ( Read More )
FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (II)
In response to the comments from readers in the previous article, they requested a program example for monitoring contract account transfers. In this article, we… ( Read More )
Detailed Explanation of Perpetual Contract Grid Strategy Parameter Optimization
The perpetual grid strategy is a popular classic strategy on FMZ platform. Compared with the spot grid, there is no need to have currencies, and… ( Read More )
Which is More Suitable for Bottom Fishing, Low Market Value or Low Price?
The previous articles https://www.fmz.com/digest-topic/10286 and https://www.fmz.com/digest-topic/10292 discussed the correlation between cryptocurrency price fluctuations and Bitcoin, as well as the impact of launching perpetual contracts on prices. This article will… ( 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 )
Alternative Trading Ideas--K-line Area Trading Strategy
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… ( Read More )
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 )
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 )
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 )
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 )