Pair trading based on data-driven technology Pair trading is a good example of formulating trading strategies based on mathematical analysis. In this a

Use the research environment to analyze the details of triangular hedging and the impact of handling fees on hedgeable price difference Research ve

Recent FMZ official charging strategy introduction **The strategy is risky, and investment should be cautious. The strategy provided is only for small

Introduction FAQ to Quantitative Trading of Digital Currency This article is aimed at answering common questions about novices for program trading. For

Visualization Module to Build Trading Strategy - First Acquaintance Visual programming has always been an aspirational goal of software developers, eve

The Journey of Detours from an Experienced Programmer I. Preface Women are afraid to marry the wrong man, while men are afraid to enter the wrong

Cross-period Arbitrage Strategy of Digital Currency Based on Bollinger Band I. Summary George Soros put forward an important proposition in “The

Recently, Binance futures launched the second “Binance Championship” (address: https://www.binancezh.com/cn/futures/activity/anniversary-competition/129-3859

Recently, OKEX currencies have become game coins, and many of bros are considering whether it is feasible to transfer the “game coins” out by contract hedgin

For a long time, futures and spots hedging is generally designed to detect the price difference. When the price difference is met, we will take the order to

The strategy that FMZ Quant brings to the table is the Deribit Options Delta Dynamic Hedging strategy, or DDH (dynamic delta hedging) strategy for short.

Recent Status and Recommended Operation of Funding Rate Strategy FMZ released a capital rate strategy in the last war of the Binance Championship: htt

In view of the fact that the hedging frequency of the futures and spots hedging strategy is not high, it is actually possible to operate manually. However, if

In the previous article, we thought and designed a simple multi-species grid strategy together. Next, we will continue to learn and move forward on the path o

挂单期现对冲策略设计研究、范例 一直以来期现对冲一般都设计为检测差价，当符合差价时吃单对冲。那是否能设计为挂单对冲呢？答案是肯定的。今天就给读者带来一种挂单对冲的设计思路和代码原型。 挂单对冲思路 同一种或者同一类标的物的不同市场，当两个市场盘口买卖单的差别较大时就产生了对冲的机会。一般我们会吃

数字货币手动期现对冲策略 鉴于期现对冲策略对冲频率并不是特别高，实际上是可以手动操作的。但是如果纯手动去操作，切换各个交易所页面，观察价格，计算差价就很不方便，并且有时候还可能想多看几个品种，弄好几个显示器显示行情也是没太大必要。这样是不是用一个半自动的策略能实现手动操作的这个需求呢？最好还是多品种的，哦！

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

Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts o

The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price differ

When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the f

“Penny Jump” Commodity Futures High Frequency Trading Strategy written by C++ Summary The market is the battleground, the buyer and the seller are always

Python版简单网格策略 策略广场上的Python策略不多，这里编写了一个Python版本的网格策略。策略原理十分简单，在一个价格区间内固定价格距离产生一系列的网格节点，当行情变化时，价格到达一个网格节点价格位置，就挂一个买入订单。当这个订单成交时，即按照挂单的价格加上利润差价，挂出平仓的卖单订单。捕捉在设

What is quantitative trading? Summary As a product of the combination of science and machine, quantitative trading is changing the pattern of modern finan

Simplified version of Multi-platform Hedging Stabilization Arbitrage www.fmz.com the original version of this strategy, you can find it at: https://www.fmz.co