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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
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
Query Uniswap V3 Router Contract Authorization The allowance function is used in the ERC20 contract to query the number of tokens authorized to other addresses. It queries the number of tokens that a ...
FMZ Quant
EtherEaseWithFMZ Tutorial Get started with web3 development based on Ethereum using FMZ easily Ethereum is a smart contract platform based on blockchain technology, which provides a decentralized way ...
FMZQuant
NonfungiblePositionManager Contract in Uniswap V3 When we add liquidity to the Uniswap V3 liquidity pool (trading pair pool), the NonfungiblePositionManager contract returns a minted NFT to us as proo...
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
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...
FMZQuant
I have written two articles on high-frequency trading of digital currencies, namely "Digital Currency High-Frequency Strategy Detailed Introduction" and "Earn 80 Times in 5 Days, the Power of High-fre...
FMZQuant
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...
FMZQuant
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. Main Idea of the K-Line Area Strategy The K...
FMZQuant
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...
FMZ Quant
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 rela...
FMZ Quant
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 rela...
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 ...
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