Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven’t found a suitable way to deal with it. I will reproduc...
Summary The FMZ platform launched a trading factor analysis tool based on “WorldQuant Alpha101”, which provides a new weapon for developers of quantitative trading strategies. Through anal...
Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data returned by each market and tradin...
Note VPS or cloud server recommendation AWS, Google cloud, Digital Ocean or Microsoft Azure, any major cloud computing will be fine, as long as the connection is stable and reliable. so we suggest onl...
When beginner designs a cryptocurrency quantitative trading strategy, there are often various functions requirements. Regardless of the programming languages and platforms, they all will encounter var...
Summary The essence of trading strategy is to summarize the market principles and rules. The deeper your understanding of the market, the higher the ability to express ideas with code, the closer your...
Summary In the previous section, we showed you how to read the strategy backtesting performance report by focusing on several important performance indicators. In fact, it is not hard to write a strat...
Today’s market analysis platforms allow traders to quickly review a trading system. Whether looking at hypothetical results or actual trading data, there are hundreds of performance metrics that...
Summary The significance and importance of backtesting is undoubted. When doing quantitative backtesting, the strategy should be placed in the historical environment as real and close as possible. If ...
Summary Backtesting is the most different place between quantitative trading and traditional trading. According to the real market data that has happened in history, the simulation strategy signal tri...