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 field of quantitative trading, simple and easy-to-use quantitative trading tools have always been one of the keys to achieving wealth growth and risk management. However, with increasing market...
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...
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 article will focus on depth d...
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 to analyze the trades order data. YGG recentl...
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 value. We are also interested in the dis...
I have written two articles on high-frequency trading of digital currencies, namely “Digital Currency High-Frequency Strategy Detailed Introduction” and “Earn 80 Times in 5 Days, the...
NonfungiblePositionManager Contract in Uniswap V3 When we add liquidity to the Uniswap V3 liquidity pool (trading pair pool), the NonfungiblePositionManager contract returns a minted NFT to us as proo...
In the initial design of FMZ strategy, if asynchronous concurrent operations are required, the exchange.Go() function can only be used to achieve concurrent execution of FMZ encapsulated int...
EtherEaseWithFMZ Tutorial Get started with web3 development based on Ethereum using FMZ easily Ethereum is a smart contract platform based on blockchain technology, which provides a decentralized way ...