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… ( Read More )
High-frequency backtest system based on each transaction and the defects of K-line backtest
When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line… ( Read More )
Python version of commodity futures intertemporal hedging strategy
Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this strategy is a simple teaching strategy, intended to show the design… ( Read More )
Some Thoughts on the Logic of Crypto Currency Futures Trading
Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven't… ( Read More )
Crocodile line trading system Python version
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… ( Read More )
Enhanced analysis tool based on Alpha101 grammar development
Summary The FMZ platform launched a trading factor analysis tool based on "WorldQuant Alpha101", which provides a new weapon for developers of quantitative trading strategies.… ( Read More )
Teach you to upgrade the market collector backtest the custom data source
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… ( Read More )
FMZ simulation level backtest mechanism explanation
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… ( Read More )
The best way to install and upgrade FMZ docker on Linux VPS
Note "One-click Rent a docker VPS" is a expensive way of running FMZ docker, we usually don't recommend it, it designed mainly for new users… ( Read More )
Commodity Futures R-Breaker Strategy
Summary The R-Breaker strategy was developed by Richard Saidenberg and published in 1994. It was selected as one of the top ten most profitable trading… ( Read More )