In the previous article (https://www.fmz.com/bbs-topic/9862), we introduced pair trading strategies and demonstrated how to create and automate trading strategies by using data and mathematical analysis.… ( Read More )
Time Series Data Analysis and Tick Data Backtesting
Time series data Time series refers to the data series obtained in a continuous interval of equal time. In quantitative investment, these data are mainly… ( Read More )
Quantitative Analysis of Digital Currency Market
A data-driven approach to speculative analysis of digital currencies How about the price of Bitcoin? What are the reasons for the increasing and decreasing price… ( Read More )
Pair trading based on data-driven technology
Pair trading is a good example of formulating trading strategies based on mathematical analysis. In this article, we will demonstrate how to use data to… ( Read More )
Application of Machine Learning Technology in Trading
The inspiration of this article comes from my observation of some common warnings and traps after trying to apply machine learning technology to transaction problems… ( Read More )
Use the research environment to analyze the details of triangular hedging and the impact of handling fees on hedgeable price difference
Research version without adjustment of handling fees Triangular hedging.ipynb In [1]: Display of initial exchange account information and tickers: In [2]: Out[2]:{ Balance: 1, FrozenBalance:… ( Read More )
Reform Deribit futures API to adapt to quantitative trading of options
At present, there are many digital currency futures exchanges. However, as a futures derivative, there are few exchanges in the market for digital currency option… ( Read More )
Better tools make good work -- learn to use the research environment to analyze trading principles
The term "hedging" is a very basic concept in the field of quantitative trading and program trading. In the quantitative trading of digital currency, the… ( Read More )
Cross-currency hedging strategies in quantitative trading of blockchain assets
In hedging strategies, there are various types of hedging: cross-market hedging, cross-period hedging, etc. Today we will talk about cross-currrency hedging, which is precisely the… ( Read More )
Acquire digital currency strategy guide of FMex on FMZ Quant
Run the quantitative robot on the FMZ Quant Trading platform, following the following steps: 1. Sign up (FMZ.COM) If you have already registered for FMZ… ( Read More )