FMZ
I wrote an article in 2020 introducing high-frequency strategies, https://www.fmz.com/bbs-topic/9750. Although it received quite a bit of attention, it was not very in-depth. More than two years have ...
FMZ Quant
When designing trend strategies, it is often necessary to have a sufficient number of K-line bars for calculating indicators. The calculation of indicators relies on the data provided by the exchange....
FMZQuant
The previous article demonstrated the need for dynamically adjusting parameters and how to evaluate the quality of estimates by studying the order arrival intervals. This article will focus on depth d...
FMZ Quant
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...
FMZ Quant
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 ...
FMZ Quant
The previous articles https://www.fmz.com/digest-topic/10286 and https://www.fmz.com/digest-topic/10292 discussed the correlation between cryptocurrency price fluctuations and Bitcoin, as well as the ...
FMZ Quant
FMZ Quant: An Analysis of Common Requirements Design Examples in the Cryptocurrency Market (II) In response to the comments from readers in the previous article, they requested a program example for m...
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