最近两个月，一个print(money)的账户非常火，在币安永续合约上赚了几百倍收益，各个群里经常能看到他的账户收益截图。基本不回撤的盈利曲线让不少人眼红，也让一些人怀疑真实性。但我在10月23日-27日5天的经历验证了高频策略在高波动市场是完全可以赚到这样变态的收益率。 我的经历： 大概两天时间写好了策

期货反手加倍算法策略注释详解 该策略是很久以前适用数字货币796期货交易所的一个策略，期货合约是币本位，即保证金扣除的是币（例如BTC合约扣除BTC），合约下单量可以是小数，类似币安的币本位合约。 该策略拿出来学习策略设计，逻辑处理还是很不错的，策略以学习为主。 策略代码注释 “`javascript v

最近OKEX的币成了游戏币，不少老哥在考虑通过合约对冲实现一边亏损一边盈利，以把游戏币转移出来可不可行。 实际上是不可行的。我通过两点来回答这个问题。 首先，这个假设是，有a,b两个交易所。这种策略的假设就是，在进行了一定次数交易以后，可以稳定让a交易所资产减少，B交易所资产增加。 由假设可以简化为，必须有2个

通过合约对冲策略实现资产移动的思考 最近币圈可谓新闻不断，交易所的新闻也是满天飞。一时间各个币友人心惶惶，纷纷担心自己的区块链资产安全。各个币圈群也不少9折、8折收闲置二手币的小广告。各种“求一边稳定亏钱，一边稳定赚钱的策略”者甚多。也不少币友纷纷调侃“要是有稳定赚钱的，还要那个稳定亏钱的干嘛！” 确实，稳

可视化编辑策略扩展自定义类库 如何给可视化策略扩展自己需要的自定义类库呢？例如我希望计算MA指标，但是系统自带的只有： 这些指标，如何能添加自定义的一些代码呢？ 我们就以添加自定义的MA指标计算模块为例，讲解如何扩展可视化模块。

获取托管者发送http请求报文的解决方案 在测试、调试策略代码时、实盘运行机器人时经常有遇到交易所接口报错的情况，此时去查询交易所接口API文档，查询相关报错信息，咨询交易所API技术客服时总是需要提供报错时的请求报文，用来分析报错原因。 这个时候看不到报文信息就无从下手找问题，本篇文章我们一起来探讨两种

量化交易中服务器使用浅谈 在做程序化、量化交易时，虽然可以使用任何设备运行量化交易程序（操作账户按照一定交易策略交易的机器人程序）。但是比较保险的还是使用一台某个运营商机房的服务器。网络通信和电源供给都比较有保障。毕竟量化交易程序操作的是真金白银的账户资产，能做到的基础保障应当尽量做到，使用自己的电脑等设备

币安交割合约策略3.ipynb

平衡挂单策略(教学策略) 本篇讲述的策略本质是动态平衡策略，即始终平衡币价值与计价币价值相等。不过设计为预先挂单，策略逻辑十分简单。编写该策略的主要目的是为了展示策略设计的各个方面。 策略逻辑封装 把策略逻辑和运行时的一些数据、标记变量封装在一起（封装成对象）。 策略处理初始化工作的代码

Larry Connors RSI2 Mean Reversion Strategy From Many friends asked me to write a grid and market maker strategy,But I generally decline directly. Regardi

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Strategy name: Channel strategy based on ATR volatility index Strategy idea: Channel Adaptive Strategy, Fixed Stop + Floating Stop Data Cycle: Multi-Cycle /

Strategy Name: Upgraded Thermostat Strategy Data cycle: 1H Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot /upload/asset/6e6218

Preface The “HANS123” strategy was first mainly applied to the foreign exchange market. Its trading method is relatively simple and belongs to the trend bre

数字货币期权策略回测初探 最近发明者量化交易平台升级了回测系统，支持了数字货币期权回测，本次支持了Deribit交易所的一些期权数据。因此我们对于期权交易的学习，以及策略验证有了更好的工具。 Deribit 期权回测 回测系统中定义的Deribit期权为欧式，一张合约价值为

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如果未来某一天的比特币价格将和现在相同，你将采取怎样的策略来获取收益？很容易想到的方法是涨了卖出，跌了就买入，等待价格再恢复时，就赚取了中间的差价。具体如何执行呢？涨了需要卖出多少，卖早了显然亏了，同样买入过早也会少赚。平衡策略与网格策略都是为了解决这个问题，它们也十分相似，本文将具体介绍这两个策略。 策略简

Summary Strictly speaking, Martingale is a method of position management. It can be traced back to the eighteenth century and has been enduring for hundred