Research version without adjustment of handling fees Triangular hedging.ipynb In [1]: Display of initial exchange account information and tickers: In [2]: Out[2]:{ Balance: 1, FrozenBalance: 0, Stocks...
In hedging strategies, there are various types of hedging: cross-market hedging, cross-period hedging, etc. Today we will talk about cross-currrency hedging, which is precisely the cross-currency hedg...
Recently, there has been a lot of news about the digital currency market and the exchange. For a time, all currency friends were in a state of panic, worrying about the security of their blockchain as...
Recently, Binance futures launched the second "Binance Championship" (address: https://www.binancezh.com/cn/futures/activity/anniversary-competition/129-38599440). The official FMZ Quant platform has ...
For a long time, futures and spots hedging is generally designed to detect the price difference. When the price difference is met, we will take the order to hedge. Can it be designed as maker hedging?...
In view of the fact that the hedging frequency of the futures and spots hedging strategy is not high, it is actually possible to operate manually. However, if you do it manually, it is very inconvenie...
In the previous article, we thought and designed a simple multi-species grid strategy together. Next, we will continue to learn and move forward on the path of quantitative trading. In this article, w...
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...
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 hedging strategy from the most clas...
Popular guide to options pricing and position sizing for quanttraders In this second edition of this bestselling book, Sinclair offersa quantitative model for measuring volatility in order to gain ane...