币安交割合约策略3.ipynb

平衡挂单策略(教学策略) 本篇讲述的策略本质是动态平衡策略，即始终平衡币价值与计价币价值相等。不过设计为预先挂单，策略逻辑十分简单。编写该策略的主要目的是为了展示策略设计的各个方面。 策略逻辑封装 把策略逻辑和运行时的一些数据、标记变量封装在一起（封装成对象）。 策略处理初始化工作的代码

Preliminary Study on Backtesting of Digital Currency Options Strategy Recently, FMZ Platform has upgraded the backtesting system to support the backtesting of

Quantitative trading Quantitative systemic traders, enter rules + exit rules + fund management are all quantified. The typical is the turtle trading rules. Yo

Strategy name: Channel strategy based on ATR volatility index Strategy idea: Channel Adaptive Strategy, Fixed Stop + Floating Stop Data Cycle: Multi-Cycle /

Strategy Name: Upgraded Thermostat Strategy Data cycle: 1H Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot /upload/asset/6e6218

数字货币期权策略回测初探 最近发明者量化交易平台升级了回测系统，支持了数字货币期权回测，本次支持了Deribit交易所的一些期权数据。因此我们对于期权交易的学习，以及策略验证有了更好的工具。 Deribit 期权回测 回测系统中定义的Deribit期权为欧式，一张合约价值为

Traders who design trading strategies often ask me how to design timing functions for strategies so that strategies can handle certain tasks at specified times

Summary The price is either up or down. In the long run, the probability of price rise and fall should be 50%, so to correctly predict the future price, yo

About us This trading system is quantitatively designed by 泊宇量化. we are a team that has been committed to researching quantitative trading strategies for a

如果未来某一天的比特币价格将和现在相同，你将采取怎样的策略来获取收益？很容易想到的方法是涨了卖出，跌了就买入，等待价格再恢复时，就赚取了中间的差价。具体如何执行呢？涨了需要卖出多少，卖早了显然亏了，同样买入过早也会少赚。平衡策略与网格策略都是为了解决这个问题，它们也十分相似，本文将具体介绍这两个策略。 策略简

This article brings two classic strategies for transplantation: Iceberg commission (buy/sell). The strategy is transplanted from the Iceberg commission JavaSc

[ARMA-EGARCH对波动率的建模和分析.ipynb](/upload/asset/120cfd6edfd3ac0d5c2d7.ipynb?name=ARMA-EGARCH%E5%AF%B9%E6%B3%A2%E5%8A%A8%E7%8E%87%E7%9A%84%E5%BB%BA%E6%A8%A1%E5%92

When writing JavaScript strategies, due to some problems of the scripting language itself, it often leads to numerical accuracy problems in calculations. It ha

Many developers who write strategies in Python want to put the strategy code files locally, worrying about the safety of the strategy. As a solution proposed i

FMEX’s shutdown has entrapped a lot of traders, it recently came up with a restart plan, and developed rules similar to the original “trading is mining” for un

FMEX倒闭坑了不少人，但最近拿出了一个重启方案，并且制定了和原来挖矿类似的规则用于解锁债务。对交易挖矿，已经给出了一篇分析文章，https://www.fmz.com/bbs-topic/5834 。排序挖矿也有优化的空间。虽然人不应该两次踏入同一个坑，但在FMEX有债权的，不妨参考下，具体的能运行在FMZ量化平

FMEX倒闭坑了不少人，但最近拿出了一个重启方案，并且制定了和原来交易挖矿类似的规则用于解锁债务，交易解锁较为复杂，本文将给出一个下单方案，用于判断什么时候有利润，以及最优下单量。虽然人不应该两次踏入同一个坑，但在FMEX有债权的，不妨参考下，具体的能运行在FMZ量化平台的实盘策略可能也会放出。 排序解锁相关优化的

Foreword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so I thought about w

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

Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and v

Summary Some people may be unfamiliar with the word “arbitrage”, but “arbitrage” is very common in real life. For example, the owner of a convenience store

Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this

Summary The FMZ platform launched a trading factor analysis tool based on “WorldQuant Alpha101”, which provides a new weapon for developers of quantitative

Summary The R-Breaker strategy was developed by Richard Saidenberg and published in 1994. It was selected as one of the top ten most profitable trading str

数字货币期货交易逻辑的一点思考 问题场景 长久以来，数字货币交易所持仓API接口的数据延迟问题总是困扰着我。一直没有找到合适的处理方式，这个问题的场景我来复现下。通常合约交易所提供的市价单其实为对手价，所以有时候用这个所谓的“市价单”有些不靠谱。因此我们在写数字货币期货交易策略时，大部分用的是限价单

The support of market quotes data is indispensable when researching, designing and backtest trading strategies. It is not realistic to collect all the data fro

It is completely transplanted from the “CTP Commodity Futures Variety Moving Average Strategy”. Since the Python version

Supporting CSV format file import to provide custom data source Recently, a trader needs to use his own CSV format file as a data source for FMZ platform b

行情收集器再升级–支持CSV格式文件导入提供自定义数据源 最近一个用户需要让自己的CSV格式文件作为数据源，让发明者量化交易平台的回测系统使用。发明者量化交易平台的回测系统功能众多，使用简洁高效，这样只要自己有数据，就可以进行回测了，不再局限于平台数据中心支持的交易所、品种。 设计思路 设计思路其