Introduction Recently, I saw BuOu's Quantitative Diary mentioning that you can use negatively correlated currencies to select currencies, and open positions to make profits based… ( Read More )
Mastering Everything - Introduction to FMZ New Version of Trading Terminal (with TRB Arbitrage Source Code)
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 )