In previous articles, we discussed a common phenomenon in the digital currency market: most digital currencies, especially those that follow the price fluct
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
Introduction In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indi
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
High-frequency trading is a challenging and competitive field that relies on rapid trade execution and sensitive insights into the microstructure of the mar
Looking at a not-so-reliable trading idea -- the K-line area trading strategy, in this article, we will explore the concept and try to implement the script.
Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to fo
Futu Securities Configuration Description Document > The FMZ Quant Trading Platform now supports Futu Securities' live and simulated trading. The FMZ Qu
Regarding how to place BitMEX Post-Only Limit Orders and Batch Orders using IO (an example) Use the IO function and refer to the BitMEX documentation fo
Open source FMZ Quant TA library, learn to use (with JavascriptPythonC++ versions) The code is the best commentary, how can you say you know how to use