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 and Ethereum, often show ...
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 not equal to the risks of individual assets an...
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 and long-ter...
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, intertem...
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”. As a veteran programmer, when I saw the news, I smi...
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, the highest pric...
Introduction to Dual Thrust trading algorithm The Dual Thrust trading algorithm is a famous quantitative trading strategy developed by Michael Chalek. It is usually used in futures, foreign exchange a...
Pair trading is a good example of formulating trading strategies based on mathematical analysis. In this article, we will demonstrate how to use data to create and automate pair trading strategies. Ba...
The inspiration of this article comes from my observation of some common warnings and traps after trying to apply machine learning technology to transaction problems during the data research on the FM...
The term “hedging” is a very basic concept in the field of quantitative trading and program trading. In the quantitative trading of digital currency, the hedging strategies often used are:...