Summary Unlike other technical indicators, "Ease of Movement Value" reflects changes in price, volume, and popularity. It is a technology that combines prices and volume changes. It measures the price...
Foreword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so I thought about whether to obtain the income result data and t...
The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective. In this article,...
Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete financia...
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 store buys a bottle of mineral water from the whol...
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 backtest, which verified the eff...
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 of com...
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 found a suitable way to deal with it. I will reproduce the ...
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...
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. Through analysis factors...