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… ( Read More )
Thoughts on High-Frequency Trading Strategies (3)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (2)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (1)
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,… ( Read More )
Explore the new functions of FMZ strategy editor: How ChatGPT improves your quantitative productivity significantly
For quantitative trading and programmatic trading beginners, what are the biggest difficulties in learning? Generally speaking, there are several reasons: With the development of AI… ( Read More )
Digital Currency High-Frequency Strategy Detailed Introduction
I wrote an article in 2020 introducing high-frequency strategies, https://www.fmz.com/bbs-topic/9750. Although it received quite a bit of attention, it was not very in-depth. More than two… ( Read More )
Detailed Explanation of Equilibrium & Grid Strategies
If the price of Bitcoin is going to be the same as it is today, what strategy will you take to make profits? It is… ( Read More )
JavaScript version SuperTrend strategy
JavaScript version SuperTrend strategy There are many versions of the SuperTrend indicator on the TV. I found a relatively easy-to-understand algorithm and transplanted it. Compared… ( Read More )
Introducing FMZ Quant data science research environment
The term “hedging” in quantitative trading and programmatic trading is a very basic concept. In cryptocurrency quantitative trading, the typical hedging strategies are: Spots-Futures hedging,… ( Read More )
How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code)
I saw some Tycoons in the group saying that OKX was holding a World Pi Day Mystery Event, with the theme of "Exploration, Never Ending".… ( Read More )