APFF Multi-Asset Perpetual Adaptive Factor Factory v0.1.0

Common strategy

Created: 2026-09-04 17:30:03

Last modified: in 6 hours

Copy: 0

发明者量化-小小梦

1380

Followers

A multi-asset adaptive factor strategy for Binance USDⓈ-M perpetuals using live market data. It includes five seed factors, a constrained candidate factory, forward Shadow evaluation, factor lifecycle management, adaptive weights, long/short portfolios, BTC-beta hedging, turnover and drawdown controls, and a persistent execution state machine that automatically reconciles unknown order results. SHADOW, PAPER, and real LIVE trading are supported with full performance accounting.

Source

JavaScript

/*
 * APFF 多品种永续合约自适应因子工厂策略 v0.1.0
 * Adaptive Perpetual Factor Factory v0.1.0
 *
 * FMZ JavaScript. The first production adapter targets Binance linear
 * USDⓈ-M perpetuals. PAPER and SHADOW never call trading write APIs.
 */

var APFF_ID = "APFF_PERP_V1"
var APFF_VERSION = "0.1.0"
var APFF_BUILD = "20260905-05"
var APFF_RESEARCH_VERSION = 2

Strategy parameters