| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 11 |
| Views |
|
### 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...
|
3/21/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 11 |
| Views |
|
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...
|
3/21/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 10 |
| Views |
|
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...
|
3/21/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 12 |
| Views |
|
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 ...
|
3/20/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 10 |
| Views |
|
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 ...
|
3/20/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 11 |
| Views |
|
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...
|
3/20/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 12 |
| Views |
|
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 ...
|
3/19/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 12 |
| Views |
|
|
3/19/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 10 |
| Views |
|
FMZ platform now supports the integration of Interactive Brokers (IB). It's quite simple on Windows, so we won't explain how to install it here. For Linux users who generally rent servers without a gr...
|
3/19/2024
To last
|
|
| 0 |
| Votes |
|
| 0 |
| Answers |
|
| 13 |
| Views |
|
How can I change the parameters of live tradings in batch on FMZ? When the number of live tradings exceeds dozens and reaches hundreds, it would be very inconvenient to configure live tradings one by ...
|
3/18/2024
To last
|