In quantitative trading, the traditional K-line chart is one of the most commonly used data presentation forms, but it also has certain limitations, such as insensitivity to fluctuations or excessive ...
The inspiration for this strategy comes from the opportunity post by Zhihu author “Dream Dealer” – “TRUMP and MELANIA low-risk correlation arbitrage model”. This article ...
Preface The FMZ Quant Trading Platform was established too early. At that time, there were very limited exchanges and currencies, and there were few trading modes. Therefore, the initial API design wa...
In today’s fiercely competitive financial market, quantitative trading, as a trading strategy based on data analysis and algorithmic models, is becoming an increasingly favored choice for invest...
The previous articles https://www.fmz.com/digest-topic/10286 and https://www.fmz.com/digest-topic/10292 discussed the correlation between cryptocurrency price fluctuations and Bitc...
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 solved in the past in many fields and has demonstrated its ...
Summary People who have done financial trading will probably have an experience. Sometimes the price fluctuations are regular, but more often it shows an unstable state of random walk. It is this inst...
Previous article Teach you to implement a market quotes collector taught you how to implement a market collector. We have implemented a robot program that collects market quotes together. Ho...
Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data returned by each market and tradin...
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 backtest is to verify the logic and feasi...