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Python version iceberg commission strategyThis article brings two classic strategies for transplantation: Iceberg commission (buy/sell). The strategy is transplanted from the Iceberg commission JavaSc
善 2020-07-21 10:21:10
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High-frequency backtest system based on each transaction and the defects of K-line backtestWhen I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the f
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FMZ simulation level backtest mechanism explanationBacktest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequenc
善 2020-06-04 09:46:50
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Research on Binance Futures Multi-currency Hedging Strategy Part 3Just a rough simulation, so that everyone has a specific concept of the amount of lost margins. You can download the notebook and upload it to the FMZ researc
善 2020-05-12 12:14:29
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1.3 What are needed for quantitative trading?What are needed for quantitative trading? Summary A complete quantitative trading life cycle is more than just the trading strategy itself. It consists of
善 2019-06-25 11:58:22
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