Preface The previous article introduced the principle and backtesting of pair trading, https://www.fmz.com/bbs-topic/10459. Here is a practical source code based on the FMZ platform. The strategy...
Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn’t mean familiar with commodity futures CTP pro...
In this article I want to introduce you to the methods by which I myself identify profitable algorithmic trading strategies. Our goal today is to understand in detail how to find, evaluate and select ...