The average true range (ATR) is the moving average of the volatility of stock price in a certain period of time, which is mainly used… ( Read More )
Practice and application of thermostat strategy on FMZ Quant platform
Why is it called a thermostat? We named the system according to its adaptability to shift and trade in both market volatility and trending patterns.… ( Read More )
Late sharing: Bitcoin high-frequency robot with 5% returns everyday in 2014
Introduction of the strategy The strategy was shared at:https://www.fmz.com/strategy/1088The strategy is my main strategy since I started with digital currency. After continuous improvement and modification,… ( Read More )
Neural Networks and Digital Currency Quantitative Trading Series (2) - Intensive Learning and Training Bitcoin Trading Strategy
1. Introduction In the last article, we introduced the use of LSTM network to predict the price of Bitcoin: https://www.fmz.com/bbs-topic/9879, as mentioned in the article,… ( Read More )
Neural Networks and Digital Currency Quantitative Trading Series (1) - LSTM Predicts Bitcoin Price
1. Brief introduction The deep neural network has become more and more popular in recent years. It has solved the problems that could not be… ( Read More )
Achieving long-short positions balanced equity strategies with an orderly alignment
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 )