The bull market was about to leave, so I opened a USD spot contract and suddenly found a problem. How can this frequency be controlled if robots are used to automatically calculate the position of the collateral?
1. real-time calculation of position and hedge, as the name implies is 1 second detection once, then the problem comes, large position hedge, to the last digit imbalance, the robot about every 10 seconds open one, flat one guaranteed balance, but this frequency a day to brush down the procedure costs a lot
2. decreased frequency, balancing one position every 5%, this is also problematic, when there is a downturn, you always balance your position after losing.
I'm confused, but I'm asking you guys to give me some experience on how to optimize frequency control.
This world is my only one.I'm a robot who runs the bank. The robot earns money by opening some blank bills manually, entangling them, what's the point, as long as the robot can make money, it's nothing.
daniaorenWhat are you doing to hedge this position, so there's a problem with the frequent balancing?
syueBut specifically, how much was the loss, I don't know the statistics, oh, it's sensitive to numbers.
allez-zThere is no problem. Suppose there is one BTC, the current price is A, and the USD amount is A; The coin is placed in a blank position A; When the price changes to B, the USD balance is: ((1+A* ((1/B - 1/A))) = A
efc645cgxThis is a problem, there is always a downturn, it is always a loss to balance the position, even if it is very small, and there is often a downturn when the trade does not enter the exchange, in the end it is a big loss.
syueThis is your ideal scenario, in fact, as the market crashes, and your department may be just hedging and not running other strategies, so the balance is dynamic, at this point you hedge as a blank hedge, the number of balanced contracts is the last number that changes back and forth in a matter of seconds, you have to brush a lot of thousands of bills a day, a lot of account balances don't have a big impact, account balances are small, the bills are huge.