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如何衡量持仓风险——VaR方法简介
控制风险是每一位投资者都需要学会的技能,面对变化更加迅速且不断演变的数字货币市场,程序化交易者尤其需要注重风险管理。这是因为程序化交易往往基于历史数据和统计模型来自动执行交易,而在快速波动的市场中,这些模型可能迅速变得不再准确。因此,有效的风险管理策略对于保护投资者的资本至关重要。 在诸多风险管理工具中,
小草
2023-11-03 14:46:29
0
1797
FMZ Mobile APP Trading Terminal, empowering your quantitative trading experience
In the field of quantitative trading, simple and easy-to-use quantitative trading tools have always been one of the keys to achieving wealth growth and risk
发明者量化-小小梦
2023-10-30 11:57:31
0
952
FMZ手机APP交易终端,赋能你的量化交易体验
在量化交易领域,简单易用的量化交易工具一直是实现财富增长和风险管理的关键之一。然而,随着市场的竞争愈加激烈,传统的交易工具已不再足以应对快速变化的市场需求。为了广大量化交易者在这个不断演进的数字资产世界中保持竞争优势,FMZ手机APP上新增了一项重大功能:交易终端。这一功能不仅将提高您的交易效率,还将赋
发明者量化-小小梦
2023-10-27 16:06:15
2
2550
用微笑曲线对比特币期权进行Delta对冲
用微笑曲线对比特币期权进行Delta对冲 摘要 我们使用一组隐含微笑曲线和其他微笑调整的Delta来分析比特币期权的稳健动态Delta对冲。这些Delta要么是无模型的,从某种意义上说,它们对于每个尺度不变的随机和/或局部波动率模型都是相同的,要么是基于简单的制度依赖参数化的局部波动率。
发明者量化-小小梦
2023-08-16 14:53:25
0
3080
FMZ量化Uniswap V3兑换池流动性相关操作指南(一)
Uniswap V3中的NonfungiblePositionManager合约 当我们向Uniswap V3流动性池(交易对池)中添加流动性之后,NonfungiblePositionManager合约就会返回一个铸造好的NFT给我们作为流动性添加的凭证。 第一步我们先使用路由合约获取到对应的Nonfung
发明者量化-小小梦
2023-07-14 17:36:55
1
1564
Advanced tutorials for FMZ Quant platform strategy writing
Before learning this tutorial, you need to study Get Started with FMZ Quant Platform and [Elementary Tutorial
发明者量化-小小梦
2023-07-12 14:49:24
0
1158
Application of the "__Thread" function in JavaScript strategy design
Application of the “__Thread” function in JavaScript strategy design In the initial design of FMZ strategy, if asynchronous concurrent operations are re
发明者量化-小小梦
2023-07-07 13:56:17
0
1029
JavaScript策略设计中的__Thread函数应用
JavaScript策略设计中的__Thread函数应用 在最初的FMZ策略设计中,如果需要使用异步并发的操作只能使用exchange.Go()函数来实现FMZ封装接口的并发,无法并发执行一些自定义的操作(函数)。虽然这种设计让策略程序执行起来效率提高不少,但是对于原生编程语言中有过并发设计经验的
发明者量化-小小梦
2023-07-04 16:35:42
3
1236
Teach you to design template class library to get K-line data of specified length
Teach you to design template class library to get K-line data of specified length When designing trend strategies, it is often necessary to have a suff
发明者量化-小小梦
2023-06-29 17:27:59
0
979
Explore the new functions of FMZ strategy editor: How ChatGPT improves your quantitative productivity significantly
Explore the new functions of FMZ strategy editor: How ChatGPT improves your quantitative productivity significantly For quantitative trading and program
发明者量化-小小梦
2023-04-03 13:32:37
0
1144
探索FMZ策略编辑器的新功能:ChatGPT如何大幅提升您的量化生产力
探索FMZ策略编辑器的新功能 对于量化交易、程序化交易初学者学习入门最大的困难是什么?一般来说有这么几条。 基础知识欠缺:包括基础概念、市场规则、交易知识、策略思路等。 编程基础薄弱:包括逻辑表达、程序设计编写、程序调试排错。 逻辑思维薄弱:思考的过程容易造成混乱,越思考越混乱。
发明者量化-小小梦
2023-04-01 13:07:53
5
3318
How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code)
How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code) I saw some Tycoons in the group saying that OKX was holding a World Pi Day
发明者量化-小小梦
2023-03-16 17:19:08
0
1017
Concurrent Strategy Execution with JavaScript Multithreading Support
Let the strategy program be executed concurrently, and add multi-thread support at the bottom of the system to the JavaScript strategy When developing
发明者量化-小小梦
2023-03-07 15:12:04
0
1080
让策略程序真正并发执行,给JavaScript策略增加系统底层多线程支持
让策略程序真正并发执行,给JavaScript策略增加系统底层多线程支持 在使用JavaScript语言在FMZ上开发策略时,由于策略架构是轮询的。如果有并发设计的场景是通过exchange.Go函数来进行一些接口的并发调用,从而实现一些并发场景的需求。但是如果希望真正单独创建一个线程执行一系列
发明者量化-小小梦
2023-03-02 14:19:15
3
2257
If you don't know how to write a strategy in such an easy-to-learn and easy-to-use Pine language...
If you don’t know how to write a strategy in such an easy-to-learn and easy-to-use Pine language… The number of open source strategies on TradingView is
发明者量化-小小梦
2023-02-16 14:55:00
0
1102
高频交易的预期收益
高频交易的预期收益 摘要 *在高频交易中定义α比在低频交易中更复杂,因为并非所有策略都是基于价格进行预测,而是需要更多的条件,以及对它们之间的交互的理解。在本文中,我们通过解释高频交易的组成部分和用于实施高频策略的交易策略,开发了高频交易的α归因模型。结果表明,高频交易者需要快速才能产
发明者量化-小小梦
2023-02-14 10:03:06
0
3872
Can we make quantitative trading without code? Let's find out...
Can we make quantitative trading without code? Let’s find out… NO.1 On Wall Street, quantitative trading has become the leading role of market t
发明者量化-小小梦
2023-02-13 09:26:59
0
986
"Get the best deal" analysis of the vulnerability in the exchange
“Get the best deal” analysis of the vulnerability in the exchange NO.1 Preface In recent years, the digital currency industry based on blockchain
发明者量化-小小梦
2023-02-10 15:08:43
0
909
5.6 Build probability thinking to improve your trading pattern
5.6 Build probability thinking to improve your trading pattern Summary Trading is both a science and an art. There are many methods in trading, wh
发明者量化-小小梦
2023-02-10 10:10:11
0
944
When FMZ encounters ChatGPT, an attempt to use AI to assist in learning quantitative trading
When FMZ encounters ChatGPT, an attempt to use AI to assist in learning quantitative trading ChatGPT ChatGPT has been very popular recently. There
发明者量化-小小梦
2023-02-08 11:54:20
0
990
9 trading rules help a trader earn $46,000 from $1,000 in less than a year
9 trading rules help a trader earn \(46,000 from \)1,000 in less than a year No, I am not a successful trader. I have been lucky many times, and I am sti
发明者量化-小小梦
2023-02-07 14:25:57
0
973
From Quantitative Trading to Asset Management - CTA Strategy Development for Absolute Return
From Quantitative Trading to Asset Management - CTA Strategy Development for Absolute Return Preface Why should I take this course? What do y
发明者量化-小小梦
2023-02-07 09:58:41
0
1408
Create a Bitcoin trading robot that won't lose money
Create a Bitcoin trading robot that won’t lose money Let’s use reinforcement learning in AI to build a digital currency trading robot. In this art
发明者量化-小小梦
2023-02-01 11:52:21
0
1028
The Secret to Survival: 19 Professionals Share Their Advice on Digital Currency Trading
The Secret to Survival: 19 Professionals Share Their Advice on Digital Currency Trading I have never worried about the digital currency market as much
发明者量化-小小梦
2023-01-31 14:41:25
0
871
Use JavaScript to implement the concurrent execution of quantitative strategy - encapsulate the Go function
Use JavaScript to implement the concurrent execution of quantitative strategy - encapsulate the Go function When implementing the quantitative strate
发明者量化-小小梦
2023-01-31 09:57:00
0
886
The Application of "Shannon's Demon" in Digital Currency
The Application of “Shannon’s Demon” in Digital Currency Is there a free lunch in the digital currency market? In-depth research on a quantitative
发明者量化-小小梦
2023-01-30 16:55:43
0
1620
优雅简洁!在FMZ上用200行代码接入了Uniswap V3
优雅简洁!在FMZ上用200行代码接入了Uniswap V3 近些年随着Defi概念的流行,在去中心化金融(DeFi)领域,Uniswap V3是最受关注的话题之一。作为领先的去中心化交换协议,Uniswap V3提供了更高效,更安全,更优秀的用户体验。现在,只需要200行代码,交易员和开发人员就可以在FM
发明者量化-小小梦
2023-01-30 15:38:02
5
2982
Principle and compilation of stop-loss model
Principle and compilation of stop-loss model Why stop-loss? Alligator Principle Suppose a croc
发明者量化-小小梦
2023-01-30 14:50:20
0
1034
Tycoon reveals algorithm trading: FMZ Quant platform market maker strategy
Digital currency algorithm transaction guide In this article, we will discuss the design and implementation
发明者量化-小小梦
2023-01-29 11:41:22
0
998
Three potential models in quantitative trading
Three potential models in quantitative trading The triple realm of trading: induction - deduction - gaming Period potential model ”` MA1:MA
发明者量化-小小梦
2023-01-28 11:38:37
0
879
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