It is completely transplanted from the "CTP Commodity Futures Variety Moving Average Strategy". Since the Python version of the commodity futures strategy does not yet… ( Read More )
Tick-level transaction matching mechanism developed for high-frequency strategy backtesting
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the… ( Read More )
"C++ version of OKEX futures contract hedging strategy" that takes you through hardcore quantitative strategy
Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts of the… ( Read More )
Introducing the Aroon indicator
What is the Aroon indicator? In the technical analysis, Aroon is a very unique technical indicator. The word "Aroon" comes from Sanskrit, meaning "the light… ( Read More )
5.4 Why do we need an off-sample test
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,… ( Read More )
5.3 How to read the strategy backtest performance report
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… ( Read More )
5.1 The meaning and trap of backtesting
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… ( Read More )
4.3 Getting started with the Python language
Preliminary fluff So, you want to learn the Python programming language but can’t find a concise and yet full-featured tutorial. This tutorial will attempt to… ( Read More )
4.2 How to implement strategic trading in JavaScript language
Summary In the previous article, we introduced the fundamental knowledge that when using JavaScript to write a program, including the basic grammar and materials. In… ( Read More )
4.1 JavaScript language quick start
Background This section gives a little background on JavaScript to help you understand why it is the way it is. JavaScript Versus ECMAScript ECMAScript is… ( Read More )