Secretary User Guide: Practical Notes on Quantitative Trading Instructions Recently, Li Xinye from the quant community published a wildly popular book call

Introduction: The Evolution from Alpha Arena to Building Your Own Competition Arena The emergence of Alpha Arena caused a stir in the quantitative trading

Opening: The Gap Between Ideal and Reality Hello everyone. Recently, the Alpha Arena AI trading system has caused quite a stir across various platforms. In

Opening: Let's Talk About the Hassles of Validating Trading Ideas Hey, I wonder if anyone else has had this experience: you're watching the market at night

A Real Scenario 3 AM on Black Friday, you're scrolling through your phone and see BTC breaking through new lows. Your heart races, your finger hovers over

FMZ Platform Gold Rush: Practical Analysis of a Highly Flexible Python Trend Trading Framework I often browse the FMZ platform and always find treasu

The digital currency market possesses a unique trading environment that provides an ideal application scenario for grid trading strategies. Compared to

Preface In the field of quantitative trading, the execution of strategies often requires precise programming control and complex system integr

Source of Strategy Recently, I saw an interesting "Volatility Statistical Arbitrage Strategy" shared in the quantitative trading community. Although it i

In quantitative trading, the traditional K-line chart is one of the most commonly used data presentation forms, but it also has certain limitations, such as

With the rapid development of artificial intelligence (AI) technology, it has demonstrated extremely high efficiency and creativity in many fields. As a high

Introduction Have you ever thought that quantitative trading can be learned easily and started immediately without writing code all night to build a fram

Preface In the cryptocurrency market, trading opportunities are fleeting, especially high-yield arbitrage windows, which often only last for a very short

Why Pending Orders? In the cryptocurrency market, trading opportunities are often fleeting, especially arbitrage opportunities, which may only last for a

The inspiration for this strategy comes from the opportunity post by Zhihu author "Dream Dealer" - "TRUMP and MELANIA low-risk correlation arbitrage model".

Several DEX exchanges, including dydx_v4, hyperliquid, vertex, and aevo, have been encapsulated and connected on FMZ platform. As the competition for price d

In the previous article, we used quantitative analysis methods to screen currencies by amplitude and fluctuation preliminarily. Next, we will explore a key f

Grid trading is an automated trading strategy that aims to make profits through market price fluctuations without relying on unilateral market trends. The co

> This is the third article about the quantitative practice of DEX exchanges. In this article, we will introduce the user guide of the Vertex protoc

Quantitative Implementation of Currency-Based Short-Selling Fee Arbitrage Strategy Imagine a strategy that can be as stable as a rock in the violent flu