Thoughts on High-Frequency Trading Strategies (2) Accumulated Trading Amount Modeling In the previous article, we derived an expression for the pr

文章主要探讨高频交易策略，重点研究累计成交量建模和价格冲击。文章通过分析单笔成交、固定间隔的价格冲击以及成交量对价格的影响，提出了一个初步的最优挂单位置模型。此模型基于对成交量和价格冲击的理解，试图找到最优的交易位置。对模型的假设进行了深入讨论，并通过比较实际与模型预测的期望收益，对最优挂单位置进行了初步评估。 #

Thoughts on High-Frequency Trading Strategies (1) I have written two articles on high-frequency trading of digital currencies, namely “[Digital Currency

文章探讨了数字货币高频交易策略，包括利润来源（主要来自市场剧烈波动和交易所手续费返佣），挂单位置和仓位控制的问题，以及用帕累托分布对成交量进行建模的方法。此外，还引用了币安提供的逐笔成交和最优挂单数据进行回测，并计划在后续文章中深入讨论高频交易策略的其他问题。 以前我曾经写过两篇关于数字货币高频交易的两篇文

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JavaScript策略设计中的__Thread函数应用 在最初的FMZ策略设计中，如果需要使用异步并发的操作只能使用exchange.Go()函数来实现FMZ封装接口的并发，无法并发执行一些自定义的操作（函数）。虽然这种设计让策略程序执行起来效率提高不少，但是对于原生编程语言中有过并发设计经验的

Teach you to design template class library to get K-line data of specified length When designing trend strategies, it is often necessary to have a suff

教你设计获取指定长度K线数据的模板类库 在设计一些趋势策略时，计算指标往往需要足够数量的K线Bar。依赖于FMZ平台API：exchange.GetRecords()函数给出的数据量，而exchange.GetRecords()就是对交易所K线接口的封装。在早期的加密货币交易所API

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探索FMZ策略编辑器的新功能 对于量化交易、程序化交易初学者学习入门最大的困难是什么？一般来说有这么几条。 基础知识欠缺：包括基础概念、市场规则、交易知识、策略思路等。 编程基础薄弱：包括逻辑表达、程序设计编写、程序调试排错。 逻辑思维薄弱：思考的过程容易造成混乱，越思考越混乱。

EtherEaseWithFMZ教程 使用FMZ轻松入门基于以太坊的web3开发 以太坊是一个基于区块链技术的智能合约平台，它提供了一种去中心化的方式来编写和部署智能合约。智能合约是一种特殊的计算机程序，它可以在区块链上自动执行，并且可以在不需要信任第三方的情况下实现各种业务逻辑。 发明者

Digital Currency High-Frequency Strategy Detailed Introduction I wrote an article in 2020 introducing high-frequency strategies, https://www.fmz.com/bb

I wrote an article in 2020 introducing high-frequency trading strategies (https://www.fmz.com/digest-topic/6228). Although it received some attention, it was n

How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code) I saw some Tycoons in the group saying that OKX was holding a World Pi Day

看隔壁大神群里说OKX在搞世界圆周率日解秘活动, 主题如下 做为一个资深老码农，看到消息后, 嘴角微微上扬, 打开我的MacBook Pro, 啥也不说了，搞起 分析 官方说了，有61位密钥在图片中与圆周率重合的部分, 私钥

我在2020年写过一篇文章介绍高频策略，https://www.fmz.com/digest-topic/6228 。虽然得到不少关注，但写的并不深入。时间又过去了2年多，市场也发生了变化。那篇文章发出后，我的高频策略很长时间能很稳定的赚钱，但慢慢的利润逐渐下降，甚至一度也中止过。最近几个月又花了精力进行