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Mar 26, 2024 - 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...


Mar 26, 2024 - 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...


Mar 26, 2024 - 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...


Mar 26, 2024 - 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...


Mar 26, 2024 - 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...


Mar 25, 2024 - I have written two articles on high-frequency trading of digital currencies, namely "(https://www.fmz.com/bbs-topic/10009)" and "(https://www.fmz.com/bbs-topic/9750)". However, these articles can only...


Mar 25, 2024 - In the field of quantitative trading, simple and easy-to-use quantitative trading tools have always been one of the keys to achieving wealth growth and risk management. However, with increasing market...


Mar 25, 2024 - 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...


Mar 25, 2024 - 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...


Mar 25, 2024 - 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...