Preface The backtesting system of the FMZ Quant Trading Platform is a backtesting system that is constantly iterating, updating and upgrading. It adds functions and… ( Read More )
How to Build a Universal Multi-Currency Trading strategy Quickly after FMZ Upgrade
Preface The FMZ Quant Trading Platform was established too early. At that time, there were very limited exchanges and currencies, and there were few trading… ( Read More )
Reform Deribit futures API to adapt to quantitative trading of options
At present, there are many digital currency futures exchanges. However, as a futures derivative, there are few exchanges in the market for digital currency option… ( Read More )
FMZ simulation level backtest mechanism explanation
Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data… ( Read More )
Similarities and differences between commodity futures and cryptocurrency exchanges API
Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn't mean familiar with commodity futures CTP programming. we… ( Read More )
Tick-level transaction matching mechanism developed for high-frequency strategy backtesting
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the… ( Read More )