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682 dokumentů
This tutorial explains how to use Python notebooks for quantitative research, from collecting and saving exchange candlesticks to plotting price and trading-activity measures and testing strategies across symbols. It demonstrates paginated retrieval of…
This document presents a hand-coded version of a KDJ-style indicator intended to match the implementation described by TradingView, after the author observed that TradingView and FMZ produced different values. The calculation first finds the highest high and…
The article explains a countertrend martingale approach in which a trader adds to a losing position at set price intervals, hoping a later reversal will recover accumulated losses. It works through a foreign exchange example with equal size additions and…
This article explains why trend-following systems often endure repeated small losses in pursuit of occasional large gains. It advises traders to select a trend horizon that fits their tolerance, comparing possible timeframes through backtests, and to define…
The document describes three high-frequency trading approaches through an example in which an institution splits a large stock order into smaller child orders. Liquidity rebate trading detects likely follow-on orders and provides liquidity to earn exchange…
This note surveys seven pitfalls in quantitative investing: survivorship bias, look-ahead bias, storytelling, data mining, signal decay and trading costs, outliers, and asymmetric long-short payoffs. It explains how current index constituents can distort…
Automated trading uses software to monitor markets and place trades when predefined entry and exit conditions are met. Rules can range from simple moving average crossovers to custom strategies, with order types, timing, stops, and profit targets specified…
This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…
This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…
This forum post asks how to use pyramiding in a strategy that combines a higher-level long signal with lower-level entry and exit signals. The author wants to add long entries whenever the smaller-scale long condition occurs while the larger long condition…
This tutorial explains how to add reusable template libraries to trading strategies and use a cryptocurrency spot-trading library. It demonstrates calling library buy and sell functions from interactive controls, while the template handles details such as…
This essay argues that systematic, rule-based investing may be especially useful in China’s equity market, which the author characterizes as unusually speculative and shaped by short-term trading, policy shifts, and weak alignment between some controlling…
The post describes a time-based controller for starting and stopping automated domestic futures trading robots. It checks the current time and weekday, uses a status flag to avoid repeated starts, and calls platform functions to restart or stop two named…
The article explains how the Kelly criterion can set leverage and capital allocation to maximize long-run compounded growth. Under its simplifying assumptions of normally distributed strategy returns, stable estimated means and standard deviations,…
This career guide outlines a self-study path for aspiring quantitative developers. It emphasizes strong programming and numerical implementation skills, with language choices shaped by likely workplaces: C++ and Python for broad applicability, while Java or…
This historical essay introduces John Maynard Keynes’s views on probability and uncertainty, drawing on his work in probability theory and economics. It contrasts objective probabilities, which may exist independently of human beliefs, with the estimates…
The document introduces Occam’s razor as a preference for explanations or solutions that require fewer assumptions when they account for the same observations. It stresses that simplicity is a guiding heuristic, not a scientific law, and that evidence must…
The article reviews evidence that individual investors often buy after prices fall and sell after they rise, while more financially sophisticated groups may show more momentum-oriented trading. It discusses several possible explanations: investors’ beliefs…
R-Breaker uses the previous session’s high, low, and close to calculate six reference levels for the current session. The document contrasts this setup with conventional pivot points and describes a hybrid approach: reversal trades are considered when price…
The document explains Value at Risk (VaR) as a loss threshold for a portfolio over a specified period at a chosen confidence level. It outlines common uses, including setting risk limits for individual strategies and portfolios, comparing risk across…
The document is a user’s request for help translating indicator values and candle direction into strategy conditions. The proposed rules are to open a long when a bullish candle aligns with a red volume bar, and to open a short when a bearish candle aligns…
This article outlines a two-part FMZ design for forwarding futures position changes from a reference account to one or more synchronizing accounts. A template library runs inside the reference strategy, records initial long and short position amounts, checks…
This tutorial develops an earlier cryptocurrency spot hedging bot for trading price spreads between two exchanges. It adds optional spot margin mode switching for Binance, separate trigger thresholds for trades in each direction, chart lines and live spread…
The article argues that frequent, impulsive trades can erode capital and damage a trader’s discipline. It defines low-value trading as entering on minor price moves or vague possibilities without assessing likely reward against the planned stop. Since…