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 to analyze the trades order data. YGG recentl...
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 value. We are also interested in the dis...
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, the Power of High-fre...
NonfungiblePositionManager Contract in Uniswap V3 When we add liquidity to the Uniswap V3 liquidity pool (trading pair pool), the NonfungiblePositionManager contract returns a minted NFT to us as proo...
In the initial design of FMZ strategy, if asynchronous concurrent operations are required, the exchange.Go() function can only be used to achieve concurrent execution of FMZ encapsulated int...
EtherEaseWithFMZ Tutorial Get started with web3 development based on Ethereum using FMZ easily Ethereum is a smart contract platform based on blockchain technology, which provides a decentralized way ...
When designing trend strategies, it is often necessary to have a sufficient number of K-line bars for calculating indicators. The calculation of indicators relies on the data provided by the exch...
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 technology, soluti...
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 years ...
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 easy to think of a way to sell when the price rises, and buy when it falls, and earn ...