I haven't updated my blog content for a long time, mainly because there are no new ideas, and it doesn't make a lot of sense to keep a flow log. But I didn't think that the inventor quantification (formerly BotVS) quantification group (formerly 309368835) had some attention and expectations, plus I have some ideas, it's time to write my recent thoughts.
1) Bitcoin is quantified Bitcoin is too suitable for quantitative trading, with a seamless stop-and-go limit; 24*365 non-interrupted trading; the threshold is extremely low, 10 bucks are also available, and users can apply for an exchange API; the limit is low, although to prevent DDOS attacks, Okcoin limits the frequency to less than 10,000 minutes; no limit on the number of transactions, no spot fees; the market is booming, the futures spot market is very active; there are many platforms, providing space for leverage.Know the linkThe conditions for quantitative trading on the Bitcoin platform are so good that it would be a pity not to write a program. In fact, quantitative trading already makes up the majority of the Bitcoin trading market, which can be seen from the price fluctuations.
2) The development of strategies The greatest benefit I have received during this time has been to thoroughly understand why my strategy is profitable, and even if I have made money in the past, the essence of the strategy is still vague, and when I encounter changes in the market, the parameters can only be modified by feeling. Developing other strategies as well, I believe that the principle behind a truly profitable strategy must be clear, if you write an unfounded strategy, just try to see if it can be profitable, often lose money, even if it is profitable overall for a while, it is difficult to judge whether the specific strategy is effective, lucky; or on the contrary, there is a clear principle, even if the short-term losses are not afraid, and there is a good adjustment of the parameters of the target, which is finally achieved. Zero said in the group: "I walked a lot of bumps in the road, at the beginning, and MACD and KDJ, and wave indicators, and Dow theory. I also studied filtering theory. Finally, I realized that I wanted a strategy of stable arbitrage that had nothing to do with price declines. Those indicators are all on the K line, and the K line is a house painting. I am an indicator useless theor.
3) Recent gains This year's earnings are much lower than the previous two years, for three reasons: Bitcoin price fluctuations are lower and lower; more and more Bitcoins are owned, the utilization of funds is low; the strategy is fierce. Probably, after 80 days of earning only 6% of Bitcoin, the money earned 20,000, and last year's 80 days Okcoin gained twice as much money.
4) The Future of Bitcoin I am optimistic about the future of Bitcoin, and the strategy has been changed to a stable coin, with 51 bitcoins in hand and a firm majority. The reason can be used to show the teacher's point of view with a smile: this is the first time in human history that the sanctity of private property has been guaranteed by technical means.
dewwbnLee smiles: Bitcoin is a scam, I don't have it anymore.
Sun WukkahBitcoin is indeed the most suitable currency for quantitative trading. I am now trying to read the strategy source files of the gods in the community to write better strategies.
js8848I want to learn to quantify, but I can't program. I can only do it manually, the error rate is much higher, and I want to communicate more with the bulls.
ZeroThanks for sharing, this is all I need! The Holy Grail is something that everyone wants, but the process of finding the Holy Grail is actually just a process of confirming that the Holy Grail does not exist. Any strategy involves varying degrees of risk, and in the end it is to find a strategy that meets your psychological expectations of risk and reward.
The Little DreamThis is a valuable experience for those of us who are just starting to learn how to quantify trading.