Summary Some people may be unfamiliar with the word "arbitrage", but "arbitrage" is very common in real life. For example, the owner of a convenience store buys a bottle of mineral water from the whol...
Binance futures multi-currency hedging strategy's recent review and minute-level K-line backtest results Three research reports on Binance's multi-currency hedging strategy have been published, here i...
Just a rough simulation, so that everyone has a specific concept of the amount of lost margins. You can download the notebook and upload it to the FMZ research environment, and run the code yourself. ...
The original research report address: https://www.fmz.com/digest-topic/5584 You can read it first, this article won't have duplicate content. This article will highlights the optimization pr...
Click the research button on the Dashboard page, and then click the arrow to enter. Open the uploaded .pynb suffix file and press shift + enter to run line by line. There are basic tutorials in the us...
In commodity futures trading, intertemporary arbitrage are a common trading method. This kind of arbitrage is not risk-free. When the unilateral direction of the spread continues to expand, the arbitr...
Although the Binance.com has not been established for a long time, due to its excellent technology, the API is stable and efficient, the request frequency limit is also relaxed, and there ar...
There are many global digital currency exchanges, and the same currency in market is not always effective in pricing due to many factors affecting. The same pair has spread among two or more exchanges...
NO.1In the book "Financial Alchemy" written by Soros in 1987, an important proposition was put forward: I believe the market prices are always wrong in the sense that they present a biased view of the...
The original version of this strategy, you can find it here: https://www.fmz.com/bbs-topic/2279 It contains a very specific comments about the code. This shorter version is for study purpose only...