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682 dokumentů
The post asks how to place BitMEX market stop-loss or take-profit orders through an API, including buy and sell triggers and the close-on-trigger setting. It explains the motivation: the author is concerned that exchange overload may prevent orders submitted…
The document offers practical guidance on using automated trading systems: limit strategy changes, choose a small set of instruments or approaches, keep positions controlled, and give a selected model time to operate. It emphasizes that a system is a tool…
This article explains the Sharpe ratio as a way to compare excess returns with their variability, making it more informative than annualized return alone when strategies have different risk profiles. It describes annualizing the measure according to the…
The document proposes comparing large on-chain transfers into exchanges with large market sell orders to infer when major holders may be selling. It recommends watching for sizable exchange inflows, then treating large sells exceeding a stated share of the…
This post proposes a Chinese-equity screening rule that looks for stocks with a large daily range, three consecutive limit-up sessions ending the previous day, and a rising 30-day moving average. It presents the combination as a way to find shares with…
This research note describes a price-and-volume method for identifying cup-and-handle formations in Chinese A-shares. It frames the pattern as a continuation setup after an earlier advance, followed by a rounded pullback and a shorter handle in the upper…
This introductory course overview presents cryptocurrency quantitative trading as an application of the same mathematical, statistical, and computational methods used in equities and futures. It describes building systematic models from historical data to…
This high-frequency trading note proposes tracking aggressive order flow over a rolling window of ticks. It explains the Bayesian idea as updating beliefs when new evidence arrives, then applies that intuition to counts of buy- and sell-side activity. In its…
The article discusses practical API considerations for market making on BitMEX, focusing on its Bitcoin perpetual contract. It describes active trading, maker rebates, deep top-of-book liquidity, and relatively small price fluctuations as features that can…
The article outlines six basic relationships between trading volume and price: rising or falling volume alongside rising, falling, or relatively stable prices. It discusses how each pattern might be interpreted differently depending on whether a share is…
The essay presents a psychological approach to trading built around two stages: study the market closely and carefully, then trade with greater calm and distance. During learning, it advocates persistent analysis and attention to detail. In live decisions,…
This introductory article distinguishes among alternative cryptocurrencies, projects with weak or unsupported claims, and centrally controlled tokens, then suggests assessing assets using market activity, circulating value, trading volume, and price. It also…
This personal guide compares several overseas cryptocurrency exchanges available at the time of writing, grouping them by major coins, futures, and altcoins. It discusses reported strengths and drawbacks such as liquidity, supported assets, fees, shorting,…
The author describes a cryptocurrency strategy built around trend-aware entry selection and dynamically adjusted distances for adding to losing positions. After an initial trade, the method uses martingale-style averaging rather than promptly admitting a…
The document reviews weaknesses in high-frequency and market-making approaches that place orders too close to the market. During sharp one-minute moves, nearby orders can accumulate inventory quickly, increasing stop-out risk and slippage. It suggests…
This essay explains classical, frequency-based, and subjective interpretations of probability, then introduces the axiomatic probability space. It emphasizes that probability describes uncertainty relative to a defined model: a scenario must specify its…
The essay uses the collapse of a bank trader who kept adding to losing Nikkei futures positions after an earthquake-driven market fall to argue that optimism, pressure to conceal losses, and weak risk controls can turn a setback into ruin. Its central lesson…
The essay argues that people and organizations often default to familiar methods without checking whether those methods can achieve the desired result. It recommends defining the outcome first, then working backward to find or invent a suitable approach. Its…
The document explains how Metcalfe’s law relates a network’s value to its number of users, using Bitcoin as an example. It describes the idea that pairwise connections grow roughly with the square of network size, and compares Bitcoin’s adoption and…
The document introduces cointegration as a way to model related time series that are individually nonstationary. If a linear combination of such series is stationary, that combination represents a stable long-run relationship, even though the component…
The document announces that a quantitative trading platform supports TA-Lib and describes how to call indicator functions with recorded market data. Examples include MACD, OBV, and EMA. The records object is required, while additional parameters may be…
The article explains deviation rate, or the percentage distance between a share price and its moving average. It presents the measure as a contrarian tool: a deeply negative reading may indicate that selling pressure is exhausted and a rebound is possible,…
The article explains that trading outcomes depend on both the proportion of winning trades and the average size of wins relative to losses. It gives examples intended to show that a low win rate can still be profitable when average wins are much larger,…
The document explains quantitative trading as a way to turn a trader’s market ideas into consistent rules and execute them systematically. It contrasts this with subjective trading, where judgment can lead traders to skip signals or abandon a method after…