Introduction Recently, I saw BuOu's Quantitative Diary mentioning that you can use negatively correlated currencies to select currencies, and open positions to make profits based… ( Read More )
FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (I)
In the cryptocurrency asset trading space, obtaining and analyzing market data, querying rates, and monitoring account asset movements are all critical operations. Below are code… ( Read More )
Detailed Explanation of Perpetual Contract Grid Strategy Parameter Optimization
The perpetual grid strategy is a popular classic strategy on FMZ platform. Compared with the spot grid, there is no need to have currencies, and… ( Read More )
Which is More Suitable for Bottom Fishing, Low Market Value or Low Price?
The previous articles https://www.fmz.com/digest-topic/10286 and https://www.fmz.com/digest-topic/10292 discussed the correlation between cryptocurrency price fluctuations and Bitcoin, as well as the impact of launching perpetual contracts on prices. This article will… ( Read More )
The Correlation Between the Rise and Fall of Currencies and Bitcoin
In previous articles, we discussed a common phenomenon in the digital currency market: most digital currencies, especially those that follow the price fluctuations of Bitcoin… ( Read More )
Measuring Risk and Return - An Introduction to Markowitz Theory
Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is… ( Read More )
A Powerful Tool for Programmatic Traders: Incremental Update Algorithm for Calculating Mean and Variance
Introduction In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indicators. When we need high-frequency… ( Read More )
Introducing FMZ Quant data science research environment
The term “hedging” in quantitative trading and programmatic trading is a very basic concept. In cryptocurrency quantitative trading, the typical hedging strategies are: Spots-Futures hedging,… ( Read More )
How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code)
I saw some Tycoons in the group saying that OKX was holding a World Pi Day Mystery Event, with the theme of "Exploration, Never Ending".… ( Read More )
Quantitative trading strategy with price momentum analysis in Python
Introduction to price momentum trading strategy Momentum trading strategy analyzes the comparison of long and short position forces through the relationship between the opening price,… ( Read More )