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… ( Read More )
Alternative Trading Ideas--K-line Area Trading Strategy
Looking at a not-so-reliable trading idea -- the K-line area trading strategy, in this article, we will explore the concept and try to implement the… ( Read More )
How to Measure Position Risk - An Introduction to the VaR Method
Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to focus on… ( Read More )
FMZ Mobile APP Trading Terminal, empowering your quantitative trading experience
In the field of quantitative trading, simple and easy-to-use quantitative trading tools have always been one of the keys to achieving wealth growth and risk… ( Read More )
Thoughts on High-Frequency Trading Strategies (5)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (4)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (3)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (2)
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… ( Read More )
Thoughts on High-Frequency Trading Strategies (1)
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,… ( Read More )
FMZ Quant Uniswap V3 Exchange Pool Liquidity Related Operations Guide (Part 1)
NonfungiblePositionManager Contract in Uniswap V3 When we add liquidity to the Uniswap V3 liquidity pool (trading pair pool), the NonfungiblePositionManager contract returns a minted NFT… ( Read More )