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  • FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (II)
    FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (II)
    In response to the comments from readers in the previous article, they requested a program example for monitoring contract account transfers. In this article,
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-25 16:40:50
    comments   0     hits   610
  • How to Exploit Brainless Selling Bots with a High-Frequency Strategy in 80 Lines of Code
    How to Exploit Brainless Selling Bots with a High-Frequency Strategy in 80 Lines of Code
    Opportunity Observation Recently, I found that Binance has a currency STORJ market is very strange unintentionally when I was watching the market, the
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-25 13:12:00
    comments   0     hits   668
  • FMZ量化:加密货币市场常见需求设计实例解析(二)
    FMZ量化:加密货币市场常见需求设计实例解析(二)
    应上期文章中读者留言,需求一个监控合约账户划转的程序例子,本期我们来以币安交易所为测试对象,实现这个需求,一起来学习如何设计。 加密货币交易所每天都会处理大量交易,其中包括不同钱包之间的资产划转。实时监控这些划转对于交易者和开发人员来说至关重要。本文将探讨一段JavaScript代码,该代码旨在监控加密货币交易所
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-12-24 22:24:58
    comments   1     hits   1277
  • 如何用80行代码的高频策略剥削无脑出售的机器人
    如何用80行代码的高频策略剥削无脑出售的机器人
    机会观察 最近这两天在看行情时无意发现币安有一个币STORJ的行情很奇怪,交易量很大,而且交易频率非常快,具体一分钟K线的如下图,可以看到每分钟的交易量都比较一致,且分钟线上能看到长长的下影线 用币安的1秒级K线观
    avatar of 小草
    小草 2023-12-24 21:37:45
    comments   6     hits   3558
  • FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (I)
    FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (I)
    In the cryptocurrency asset trading space, obtaining and analyzing market data, querying rates, and monitoring account asset movements are all critical opera
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-19 16:02:58
    comments   0     hits   678
  • FMZ量化:加密货币市场常见需求设计实例解析(一)
    FMZ量化:加密货币市场常见需求设计实例解析(一)
    在加密货币资产交易领域,获取及分析市场数据、查询费率以及监控账户资产变动都是关键的操作。以下是针对一些常见需求的实现方式的代码案例。 1、请问获取币安现货4小时内涨幅最大的币种怎么写呢? 在FMZ上编写量化交易策略程序时,遇到需求首先需要分析一下。所以根据需求我们分析出以下几点: 使用哪种编程语言编写
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-12-17 18:43:46
    comments   3     hits   1517
  • WexApp, the FMZ Quant Cryptocurrency Demo Exchange, is Newly Launched
    WexApp, the FMZ Quant Cryptocurrency Demo Exchange, is Newly Launched
    WexApp FMZ Quant simulated trading system https://wex.app/ Register a simulated exchange WexApp account and create an API KEY Log in to th
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-14 10:39:46
    comments   0     hits   582
  • Detailed Explanation of Perpetual Contract Grid Strategy Parameter Optimization
    Detailed Explanation of Perpetual Contract Grid Strategy Parameter Optimization
    The perpetual grid strategy is a popular classic strategy on FMZ platform. Compared with the spot grid, there is no need to have currencies, and leverage ca
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-11 15:04:25
    comments   0     hits   642
  • Teach You to Use the FMZ Extended API to Batch Modify Parameters of the Bot
    Teach You to Use the FMZ Extended API to Batch Modify Parameters of the Bot
    How can I change the parameters of live tradings in batch on FMZ? When the number of live tradings exceeds dozens and reaches hundreds, it would be very inco
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-11 13:37:55
    comments   0     hits   600
  • 教你使用FMZ扩展API批量修改实盘参数
    教你使用FMZ扩展API批量修改实盘参数
    在FMZ上如何批量修改实盘参数呢?当实盘个数超过几十个,达到上百个时如果一个一个手动配置实盘就非常不便于维护了。这个时候就可以使用FMZ的扩展API来完成这些操作。那么本篇我们就来一起探索群控实盘、更新参数的一些细节。 上篇文章我们解决了如何使用FMZ的扩展API监控所有实盘、群控实盘,给实盘发送指令。依然是使用上
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-12-09 20:39:41
    comments   2     hits   825
  • 永续合约网格策略参数优化详解
    永续合约网格策略参数优化详解
    永续网格策略是平台一个很受欢迎的经典策略。与现货网格相比不用持币、可加杠杆,比现货网格方便不少。但由于无法在发明者量化平台直接回测,不利于筛选币种和确定参数优化,本文将介绍下完整的Python回测流程,包含数据收集、回测框架、回测函数、参数优化等各个方面的内容,可以自己在juypter notebook中自行尝
    avatar of 小草
    小草 2023-12-08 17:00:38
    comments   1     hits   2306
  • Instructions for Installing Interactive Brokers IB Gateway in Linux Bash
    Instructions for Installing Interactive Brokers IB Gateway in Linux Bash
    FMZ platform now supports the integration of Interactive Brokers (IB). It’s quite simple on Windows, so we won’t explain how to install it here. For Linux users who generally rent servers without a gr
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-04 15:55:24
    comments   0     hits   850
  • Linux bash下安装盈透证券IB GATEWAY说明
    Linux bash下安装盈透证券IB GATEWAY说明
    FMZ支持了IB盈透证券的接入, windows下面很简单,不再说明如何安装,Linux一般用户租用的服务器没有界面,只有SSH, 安装难度比较大,这里用一篇文章说明如何安装IB GateWay进行量化交易, 一般我们选择安装IB GATEWAY而不是TWS客户端,因为TWS客户端会定时关闭,不太适合量化交易, 这里以debian为例: 步骤 1:安装桌面服务与VNC 首先,您需要安
    avatar of 发明者量化
    发明者量化 2023-12-04 14:38:31
    comments   0     hits   1344
  • Which is More Suitable for Bottom Fishing, Low Market Value or Low Price?
    Which is More Suitable for Bottom Fishing, Low Market Value or Low Price?
    The previous articles https://www.fmz.com/digest-topic/10286 and https://www.fmz.com/digest-topic/10292 discussed the correlation between cryptocurrency pric
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-12-04 10:50:12
    comments   0     hits   604
  • 低市值和低价,哪个更适合抄底?
    低市值和低价,哪个更适合抄底?
    前面几篇文章 https://www.fmz.com/digest-topic/10283 , https://www.fmz.com/digest-topic/10287 分别探讨了币种的涨跌与比特币的相关性关系、上线永续合约对价格的影响。本篇文章将继续探讨另一个影响币价的重要因素——市值,熟悉量化交易的读者应
    avatar of 小草
    小草 2023-12-01 16:54:48
    comments   1     hits   1183
  • Bayes - Decoding the Mystery of Probability, Exploring the Mathematical Wisdom Behind Decision Making
    Bayes - Decoding the Mystery of Probability, Exploring the Mathematical Wisdom Behind Decision Making
    Bayesian statistics is a powerful discipline in the field of mathematics, with wide applications in many areas including finance, medical research, and info
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-27 11:55:42
    comments   0     hits   749
  • 贝叶斯--解码概率的奥秘,探寻决策背后的数学智慧
    贝叶斯--解码概率的奥秘,探寻决策背后的数学智慧
    贝叶斯统计学是数学领域的一门强大学科,在许多领域中都有广泛的应用,包括金融、医学研究和信息技术。它允许我们将先前的信念与证据结合,得出新的后验信念,从而使我们能够做出更明智的决策。 在这篇文章中,我们将简要介绍一些创立这一领域的主要数学家。 贝叶斯之前 为了更好地理解贝叶斯统计学,我们需要回到18世纪,参考数学
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-11-26 16:48:39
    comments   0     hits   1070
  • The Advantages of Using FMZ's Extended API for Efficient Group Control Management in Quantitative Trading
    The Advantages of Using FMZ's Extended API for Efficient Group Control Management in Quantitative Trading
    With the popularization and development of quantitative trading, investors often need to manage a large number of live accounts, which brings great challeng
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-20 14:05:49
    comments   0     hits   635
  • Price Performance After the Currency is Listed on Perpetual Contracts
    Price Performance After the Currency is Listed on Perpetual Contracts
    Most people know that once Binance announces the listing of a new perpetual contract, the spot price of this cryptocurrency often rises immediately. This has
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-20 09:59:46
    comments   0     hits   666
  • 使用FMZ的扩展API实现高效群控管理在量化交易中的优势
    使用FMZ的扩展API实现高效群控管理在量化交易中的优势
    随着量化交易的普及和发展,投资者通常需要管理大量的实盘账户,这给交易决策、监控和执行带来了巨大的挑战。为了提高管理效率和降低操作难度,在FMZ上交易者可以使用FMZ的扩展API进行群控管理。本文将探讨在量化交易中采用FMZ扩展API的优势以及如何实现高效的群控管理。 有不少用户都有自己的客户实盘需要管理维护,当客
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-11-19 20:57:18
    comments   0     hits   775
  • 币种上线永续合约后的价格表现
    币种上线永续合约后的价格表现
    大部分人都知道,一旦币安发公告要新上架某个永续合约,这个币种的现货价格往往会立即拉升,以至于出现了一些不断爬取公告来第一时间买入的机器人,更别说还有所谓的内部消息,公告还没发出币价就已经上涨了。但是这些币种合约一旦开始交易后,表现如何呢,是延续了上涨的趋势还是有回调?今天我们就来分析下。 数据准备
    avatar of 小草
    小草 2023-11-17 15:43:19
    comments   0     hits   1321
  • The Correlation Between the Rise and Fall of Currencies and Bitcoin
    The Correlation Between the Rise and Fall of Currencies and Bitcoin
    In previous articles, we discussed a common phenomenon in the digital currency market: most digital currencies, especially those that follow the price fluct
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-17 11:01:56
    comments   0     hits   771
  • 币种的涨跌与比特币的相关性关系
    币种的涨跌与比特币的相关性关系
    在之前的文章中,我们探讨了数字货币市场中的一个普遍现象:多数数字货币,尤其是那些跟随比特币和以太坊的价格波动,常常表现出同涨同跌的趋势。这种现象揭示了它们与主流币种之间的高度相关性。但是,不同的数字货币之间的相关性程度也有所不同。那么,这种相关性的差异究竟如何影响各个币种的市场表现呢?在本文中,我们将以2023年
    avatar of 小草
    小草 2023-11-16 16:53:56
    comments   1     hits   1813
  • A Brief Discussion on the Balance of Order Books in Centralized Exchanges
    A Brief Discussion on the Balance of Order Books in Centralized Exchanges
    Recently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in th
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-13 16:30:38
    comments   0     hits   697
  • Measuring Risk and Return - An Introduction to Markowitz Theory
    Measuring Risk and Return - An Introduction to Markowitz Theory
    Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that th
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-13 11:05:54
    comments   0     hits   916
  • 浅谈中心化交易所订单簿平衡
    浅谈中心化交易所订单簿平衡
    最近我总结了一些研究限价订单簿的论文的关键见解。您将了解如何衡量订单簿中的成交量不平衡,以及它对价格走势的预测能力。本文探讨了使用订单簿数据来建模价格变动的方法。 首先聊聊订单簿 交易所订单簿平衡是指在交易所中的买卖订单之间的相对平衡状态。订单簿是一个记录市场上所有待执行买卖订单的实时记录。这包括了买方和
    avatar of 发明者量化-小小梦
    发明者量化-小小梦 2023-11-12 18:58:42
    comments   0     hits   1944
  • 风险和回报的衡量——马科维茨理论介绍
    风险和回报的衡量——马科维茨理论介绍
    上周在介绍VaR风险管理时,提到投资组合的风险并不等于各个资产的风险,和它们的价格相关性有关。以两个资产为例,如果它们的正相关性非常强,也就说同涨同跌,那么分散做多投资不会降低风险,如果负相关性很强,分散投资可以显著降低风险。自然
    avatar of 小草
    小草 2023-11-10 15:44:53
    comments   0     hits   1174
  • A Powerful Tool for Programmatic Traders: Incremental Update Algorithm for Calculating Mean and Variance
    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 indi
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-09 15:00:05
    comments   0     hits   1133
  • 程序化交易者的利器:增量更新算法计算均值和方差
    程序化交易者的利器:增量更新算法计算均值和方差
    简介 在程序化交易中,经常需要计算平均值和方差,如在计算均线和波动率等指标。当我们需要高频率和长周期计算时,需要保留长时间的历史数据,这即没必要也耗时耗资源。本文介绍了一种在线更新算法,用于计算加权平均数和方差,这对于处理实时数据流和动态调整交易策略尤为重要,特别是高频策略。文章还提供了相应的Pyt
    avatar of 小草
    小草 2023-11-08 16:28:36
    comments   0     hits   1319
  • Construction and Application of Market Noise
    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
    avatar of FMZ~Lydia
    FMZ~Lydia 2023-11-07 15:44:06
    comments   0     hits   580
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