Opportunity Observation Recently, I found that Binance has a currency STORJ market is very strange unintentionally when I was watching the market, the trading volume… ( Read More )
High-Frequency Trading Strategy Analysis - Penny Jump
High-frequency trading is a challenging and competitive field that relies on rapid trade execution and sensitive insights into the microstructure of the market. One notable… ( Read More )
Thoughts on High-Frequency Trading Strategies (5)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (4)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (3)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (2)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (1)
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,… ( Read More )
Digital Currency High-Frequency Strategy Detailed Introduction
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… ( Read More )
Late sharing: Bitcoin high-frequency robot with 5% returns everyday in 2014
Introduction of the strategy The strategy was shared at:https://www.fmz.com/strategy/1088The strategy is my main strategy since I started with digital currency. After continuous improvement and modification,… ( Read More )
High-frequency backtest system based on each transaction and the defects of K-line backtest
When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line… ( Read More )