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.… ( 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 )
Research on Binance Futures Multi-currency Hedging Strategy Part 2
The original research report address: https://www.fmz.com/digest-topic/5584 You can read it first, this article won't have duplicate content. This article will highlights the optimization process of the second… ( Read More )
"C++ version of OKEX futures contract hedging strategy" that takes you through hardcore quantitative strategy
Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts of the… ( Read More )
Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies
Beating the stock market isn’t very difficult. Yet almost all mutual funds consistently fail. Hedge fund manager Andreas F. Clenow takes you behind the scenes… ( Read More )