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...
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...
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 trading. Deribit and BitMEX support o...
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: futures-spo...
In hedging strategies, there are various types of hedging: cross-market hedging, cross-period hedging, etc. Today we will talk about cross-currrency hedging, which is precisely the cross-currency hedg...