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In the previous article, I introduced how to model cumulative trading volume and analyzed the phenomenon of price impact. In this article, I will continue to analyze the trades order data. YGG recentl...
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3/26/2024
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Accumulated Trading Amount ModelingIn the previous article, we derived an expression for the probability of a single trade amount being greater than a certain value. https://stocksharp.com...
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3/26/2024
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I have written two articles on high-frequency trading of digital currencies, namely "[Digital Currency High-Frequency Strategy Detailed Introduction](https://www.fmz.com/bbs-topic/10009)" and "[Earn 8...
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3/25/2024
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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 management. However, with increasing market...
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3/25/2024
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Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to focus on risk management especially. This is b...
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3/25/2024
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Looking at a not-so-reliable trading idea -- the K-line area trading strategy, in this article, we will explore the concept and try to implement the script.
[b]Main Idea of the K-Line Area Strategy...
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3/25/2024
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High-frequency trading is a challenging and competitive field that relies on rapid trade execution and sensitive insights into the microstructure of the market. One notable strategy is Penny Jump, whi...
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3/25/2024
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Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.
Thanks to the FMZ Platform, I will share more content rel...
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3/21/2024
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Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies.
Thanks to the FMZ Platform, I will share more content rel...
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3/21/2024
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### Introduction
In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indicators. When we need high-frequency and lon...
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3/21/2024
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