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682 dokumentů
The document shows a script requesting quarterly futures data at a 15-minute interval and passing the resulting records to a MACD function with the conventional fast, slow, and signal periods. It then reports the lengths of the returned arrays and formats…
This Chinese-language essay argues that futures traders struggle when they confuse short-term counter-moves with the prevailing trend, anticipate reversals, overtrade, or fail to follow a plan. Its central approach is to wait for a trend to become clear, use…
This introductory guide explains the balance sheet, income statement, and cash flow statement through household examples. The balance sheet is presented as a snapshot of assets, liabilities, and owners’ equity; the income statement summarizes revenue,…
This article explains how Stochastic RSI applies a stochastic range calculation to RSI values and discusses why implementations can differ across charting platforms and libraries. It identifies RSI as the base series, then describes %K as a normalized…
This fable illustrates a central Adam Theory lesson: traders can become attached to complex systems and forecasts, even when observed market behavior contradicts them. A trader buys because his indicators predict a rise, then watches prices continue to fall.…
The author recounts a path from operating a U.S. day trading business to using automated strategies, then describes seeking higher-growth approaches and purchasing a strategy promoted through a trading community. After the purchased strategy suffered a…
This tutorial turns a moving average idea into explicit rules for a long and short strategy. It uses a 10-period average as the short-term measure and a 50-period average as the longer trend filter. Long entries require price and the short average to be…
This news report describes an Indonesian central bank warning against selling, buying, or trading virtual currencies and states that Bitcoin and similar assets were not recognized as valid payment instruments in the country. It says the bank, alongside the…
This article describes a discretionary futures trend approach that starts with a risk-limited position, adds only after the initial trade is profitable, and holds the position while the trend remains favorable. It recommends waiting for gains of roughly 1.5R…
The article describes a short-term breakout system based on the prior session’s high and low, with the prior close and current open used as contextual prices. A break above the prior high triggers a long entry, and a break below the prior low triggers a…
The article describes a constant-mix strategy inspired by Claude Shannon: hold equal portions of an asset and cash, then rebalance after large price moves. Rebalancing sells some of the asset after gains and buys after losses, harvesting price fluctuations…
This overview explains how chart patterns may help traders assess the likely direction and scale of a subsequent price move. It divides patterns into reversals, which can signal that the preceding trend is ending, and continuations, which can indicate that…
The document demonstrates use of a trading platform integration with Deribit futures. Its examples select a contract, retrieve account and ticker information, set trade direction, place buy and sell orders, inspect positions and open orders, and cancel…
The document explains a function that compares two indicator arrays and reports how many recent periods have passed since their lines crossed. A positive result means the first array is above the second after an upward crossing; a negative result means it is…
This personal account describes a discretionary trader’s shift toward algorithmic trading after experiencing both gains and losses in manual trading. The author presents automation as a way to implement predefined rules consistently and reduce the time spent…
This installment explains how to add an execution handler to an event-driven Python backtester. An abstract handler defines an order-execution interface, while a simple simulated implementation converts each order event into a fill event and places it on an…
The document presents a trading system as an operating plan, not just a rule for choosing when to buy or sell. It covers defining the mandate and instruments, selecting a strategy, allocating capital, setting entry and exit rules, sizing positions, and…
The article explains why doubling a position after each loss can appear reliable while carrying ruinous tail risk. It uses lottery and coin toss examples to distinguish an individual’s unlikely streak from the higher chance that someone in a large group…
This tutorial groups common errors in algorithmic trading systems into syntax problems, runtime bugs, configuration mistakes, and exchange interface failures. It gives examples such as malformed trading-pair symbols, expired credentials, network timeouts,…
This tutorial explains dynamic delta hedging for cryptocurrency options, using Deribit options and perpetual futures as its example. It introduces delta, gamma, theta, and vega, then describes offsetting an option position’s changing delta with futures. For…
The article introduces arbitrage as offsetting positions in related instruments, aiming to reduce exposure to broad price moves while earning a spread or other income. It describes crypto approaches that may capture differences between spot and futures…
The document surveys proposed Transformer applications in quantitative finance, including time-series forecasting, factor analysis, risk estimation, portfolio selection, execution, order-book modeling, and market-manipulation detection. It attributes their…
This article outlines the strategy layer in an event-driven backtester. A strategy receives market bars from a data handler and emits signal events for a portfolio through an event queue. The design uses an abstract base class with a signal-calculation…
The document explains two ways to calculate the average cost of a remaining spot position after partial sales and later additions. Its cash-flow method subtracts cumulative sale proceeds from cumulative purchase outlays, then divides by the units still held.…