In the previous article on event-driven backtesting we considered how to construct a Strategy class hierarchy. Strategies, as defined here, are used to generate signals, which are used by a portfolio

The discussion of the event-driven backtesting implementation has previously considered the event-loop, the event class hierarchy and the data handling component. In this article a Strategy class hier

In the previous two articles of the series we discussed what an event-driven backtesting system is and the class hierarchy for the Event object. In this article we are going to consider how market dat

In the last article we described the concept of an event-driven backtester. The remainder of this series of articles will concentrate on each of the separate class hierarchies that make up the overall

We’ve spent the last couple of months on QuantStart backtesting various trading strategies utilising Python and pandas. The vectorised nature of pandas ensures that certain operations on large dataset

申请增加kucoin的API，kucoin的api文档写的非常详细。谢谢！

In the first article on successful backtesting we discussed statistical and behavioural biases that affect our backtest performance. We also discussed software packages for backtesting, including Exce

代码如下，huobi在大概五六秒之后，会收到服务器的ping，然后我会发出一个pong，但是一直好像服务器收不到Pong似的，还在一直给我发ping，请教了大神说是给read加-1，但加了还是没用 “` function main() { var ws_hbdm = Dial(“wss://www.hbdm.com/ws?compress=true|compress=gzip&mode=

This article continues the series on quantitative trading, which started with the Beginner’s Guide and Strategy Identification. Both of these longer, more involved articles have been very popular so I

Value at Risk (VaR) for Algorithmic Trading Risk Management Estimating the risk of loss to an algorithmic trading strategy, or portfolio of strategies, is of extreme importance for long-term capital

About This Post The post is suitable for those who are beginning quantitative trading as well as those who have had some experience with the area. The post discusses the common pitfalls of backtest

Money Management via the Kelly Criterion Risk and money management are absolutely critical topics in quantitative trading. We have yet to explore these concepts in any reasonable amount of detail bey

When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many flaws with using this measure in isola

Brief Overview of Futures Contracts Futures are a form of contract drawn up between two parties for the purchase or sale of a quantity of an underlying asset at a specified date in the future. This

Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes no guarantee about the future perfo

Foreword I’m certainly not a great programmer, but writing this project taught me a lot (and kept me occupied). Most of my code were done on FMZ.COM, and if I were to refactor the python code I wou

Algorithmic trading is usually perceived as a complex area for beginners to get to grips with. It covers a wide range of disciplines, with certain aspects requiring a significant degree of mathematica

It is common, as a beginning algorithmic trader practising at retail level, to question whether it is still possible to compete with the large institutional quant funds. In this article I would like t

Lucrative salaries, hefty bonuses and creativity on the job have resulted in quantitative trading becoming an attractive career option. Quantitative traders, or quants for short, use mathematical mode

增加期货定单类型 订单的类型 Order结构里的Type值 全局常量 ORDER_TYPE_BUY ORDER_TYPE_SELL 还有买的平仓定单类型 和卖的平仓定单类型，不能和买和卖的定单类型归位一类，希望再增加买和卖的平仓定单类型

找了手册木有看到，如果没有，未来会考虑么

我听说火币的服务器在日本的AWS 于是我就去日本的AWS搞了个Linux ping api.huobi.pro 果然很快，延迟2ms 但是机器人启动后会一直报403错 同样的机器人换香港的阿里云就正常运行 求教，这是为什么呢 服务器的内容如下，托管者应该是已经安装好了 机器人报错内容如下 /upload/as

策略广场有一个不知道怎么运行. 就是可以监控指定的比特币地址.四五年前就有这样的了.不会写 哪位朋友帮下忙

Wouldn’t it be great to have a robot trade on your behalf and earn guaranteed profits? It’s a dream of many to find the perfect computerised trading system for automated trading that guarantees profit

Traders and investors can turn precise entry, exit and money management rules into automated trading systems that allow computers to execute and monitor the trades. One of the biggest attractions of s

With the boom in technological advancements in trading and financial market applications, algorithmic trading and high-frequency trading is being welcomed and accepted by exchanges all over the world.

The term “stock exchange” tends to conjure up images of a room crowded with men in suits – one hand pressing phone firmly to ear, the other waving furiously in the air. And once upon a time those icon

Intro To Algo Trading I discussed the different types of trading which includes algorithmic, discretionary, and hybrid trading. Let’s say you are intrigued by algorithmic trading. What is it exactl

Basics of Algorithmic Trading: Concepts and Examples Algorithmic trading (also called automated trading, black-box trading, or algo-trading) uses a computer program that follows a defined set of in