Messages of user FMZ Quant. Search. StockSharp


Mar 21, 2024 - 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...


Mar 21, 2024 - 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...


Mar 21, 2024 - ### 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...


Mar 21, 2024 - Last week, when introducing (https://www.fmz.com/bbs-topic/10255), it was mentioned that the risk of a portfolio is not equal to the risks of individual assets and is related to their price correlatio...


Mar 21, 2024 - 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...


Mar 20, 2024 - 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 ...


Mar 20, 2024 - 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 ...


Mar 20, 2024 - 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...


Mar 19, 2024 - 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 ...


Mar 19, 2024 - 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 ...

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