APFF Multi-Asset Perpetual Adaptive Factor Factory v0.1.0

Common strategy

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

Last modified: in 7 hours

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A multi-asset adaptive factor strategy using Binance USDⓈ-M perpetual market data. It includes five seed factors, a constrained candidate factory, forward Shadow evaluation, adaptive weights, long/short portfolios, BTC-beta hedging, and turnover/drawdown controls. Execution includes reconciliation of uncertain order results, environment consistency checks, account-state isolation, stable ledger binding, actual exposure and margin checks, cash-flow registration, and emergency reduction of verified strategy-owned positions. Supports SHADOW, PAPER and LIVE. LIVE net PnL is account equity change after registered cash flows, still includes other strategies on the same account, and is not isolated strategy attribution.

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 = "20261023-capacity-hedge-13"
var APFF_RESEARCH_VERSION = 2

Strategy parameters