In the previous article, we used quantitative analysis methods to screen currencies by amplitude and fluctuation preliminarily. Next, we will explore a key factor in grid trading - the setting of the ...
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 is very large, and the trading fre...
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 strategy is Penny Jump, whi...
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...
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 years ...
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 modifi...