The first generation CTA trading system and strategy The first generation of CTA trading system emerged in the 1960s and 1970s. Due to the strong trend of the commodity market at that time, CTA strate...
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...
Note Overseas server recommendation Alibaba Cloud, Alibaba Cloud Lightweight Application Server select Hong Kong (OKX is in Hong Kong), system image CentOS, package is 34 yuan/month, 2G RAM. Pay month...
In the previous article (https://www.fmz.com/bbs-topic/9862), we introduced pair trading strategies and demonstrated how to create and automate trading strategies by using data and mathematical analys...
Time series data Time series refers to the data series obtained in a continuous interval of equal time. In quantitative investment, these data are mainly reflected in the price and the movement of the...
A data-driven approach to speculative analysis of digital currencies How about the price of Bitcoin? What are the reasons for the increasing and decreasing price of digital currency? Are the market pr...
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...
Research version without adjustment of handling fees Triangular hedging.ipynb In [1]: Display of initial exchange account information and tickers: In [2]: Out[2]:{ Balance: 1, FrozenBalance: 0, Stocks...