Quant
I have never worried about the digital currency market as much as I worry about it today. The market situation is very bad. Frankly speaking, it is weakening my sleep mode, and it is destroying my wor...
FMZ
Execute Read method calldata For the execution of the calldata of the Read method, we use the previously learned RPC method: eth_call to execute it. We explained the eth_call RPC method of the Ethereu...
FMZ
Unit conversions Many of the calculations related to Ethereum have values that exceed the maximum safe integer of the JavaScript language. Therefore, some methods are needed on the FMZ Quant Trading P...
FMZ
Retrieving Events In this section, we will learn to read events released by smart contracts using the FMZ Quant Trading Platform. The events released by smart contracts are stored in the logs of the E...
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....
FMZ Quant
In the initial design of FMZ strategy, if asynchronous concurrent operations are required, the exchange.Go() function can only be used to achieve concurrent execution of FMZ encapsulated interface, an...
FMZQuant
In the previous article, various methods for calculating mid-price were introduced, and a revised mid-price was proposed. In this article, we will delve deeper into this topic. Data Required We need o...
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...
FMZQuant
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...
FMZQuant
Accumulated Trading Amount Modeling In the previous article, we derived an expression for the probability of a single trade amount being greater than a certain value. https://stocksharp.com/file/14965...
FMZ Quant
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 long-ter...
FMZ Quant
Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is not equal to the risks of individual assets and is relate...
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
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 ...
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
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...
FMZ Quant
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 ...
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 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...
FMZ Quant
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 ...
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