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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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Last week, when introducing [How to Measure Position Risk - An Introduction to the VaR Method](https://www.fmz.com/bbs-topic/10255), it was mentioned that the risk of a portfolio is not equal to the r...
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3/21/2024
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Recently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in the order book and its predictive ability for...
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3/21/2024
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In previous articles, we discussed a common phenomenon in the digital currency market: most digital currencies, especially those that follow the price fluctuations of Bitcoin and Ethereum, often show ...
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3/20/2024
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Most people know that once Binance announces the listing of a new perpetual contract, the spot price of this cryptocurrency often rises immediately. This has led to some robots scraping announcements ...
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3/20/2024
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With the popularization and development of quantitative trading, investors often need to manage a large number of live accounts, which brings great challenges to trading decisions, monitoring and exec...
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3/20/2024
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Bayesian statistics is a powerful discipline in the field of mathematics, with wide applications in many areas including finance, medical research, and information technology. It allows us to combine ...
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3/19/2024
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