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:… ( Read More )
Cross-currency hedging strategies in quantitative trading of blockchain assets
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… ( Read More )
Thoughts on asset movement through contract hedging strategy
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… ( Read More )
[Binance Championship] Binance Delivery Contract Strategy 3 - Butterfly Hedging
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 also organized a team, which can be found by… ( Read More )
Research and Example on the Maker Spots and Futures Hedging Strategy Design
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… ( Read More )
Hedging strategy of cryptocurrency manual futures and spot
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… ( Read More )
Cryptocurrency Quantitative Trading for Beginners - Taking You Closer to Cryptocurrency Quantitative (7)
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… ( 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 )
"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 )
Volatility Trading, + Website
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… ( Read More )