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 )
Construction and Application of Market Noise
Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.Thanks to the FMZ… ( Read More )
PSY Factor Upgrade and Transformation
Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.Thanks to the FMZ… ( Read More )
High-Frequency Trading Strategy Analysis - Penny Jump
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 )