In the previous article, various methods for calculating mid-price were introduced, and a revised mid-price was proposed. In this article, we will delve deeper into this topic. Data Required We need o...
The previous article demonstrated the need for dynamically adjusting parameters and how to evaluate the quality of estimates by studying the order arrival intervals. This article will focus on depth d...
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...
The strategy is risky, and investment should be cautious. The strategy provided is only for small fund attempts, no guarantee of profit 1. Binance perpetual arbitrage funding rate strategy Perpetual c...
In the last two months, a print (money) account has become very popular, earning hundreds of times of profits on the Binance perpetual contract. The screenshots of his account returns can be seen in v...
NO.1 Forward In recent years, the digital currency industry based on blockchain technology and cryptography has experienced explosive growth. As one of the most important links in the digital currency...