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682 dokumenter
The article introduces calendar spread arbitrage as opposing positions in contracts on the same underlying asset with different maturities. It describes monitoring the price difference between crypto contracts and acting when the spread widens beyond a…
This essay applies ideas from philosophy of science to judging trading strategies. It contrasts testable claims, which make predictions that evidence could disprove, with claims that cannot be meaningfully tested. For strategies whose edge is inferred from…
Grid trading places orders at regular price intervals above and below a reference level to seek gains from market fluctuations without requiring a directional forecast. The described design opens successive buy orders as price falls, then places a sell…
The document explains the head and shoulders top and its inverse as chart patterns that may mark a change in trend. A top forms after an advance with three peaks and a highest middle peak; an inverse pattern forms after a decline with three troughs and a…
The document compares two ways to retrieve Binance perpetual futures candles. Using the platform’s standard record retrieval after setting a maximum bar length of 1,500 returns only 1,000 records in the described example. A direct exchange API request for…
This guide explains how the FMZ Quant platform organizes strategy development and bot operation. Users manage strategies and bots through the website, while a Docker service on their own or a rented machine connects to exchanges, runs the strategy, and sends…
This talk overview explains four broad approaches to quantitative trading: market making, statistical arbitrage, price prediction, and microstructure trading. Market makers post bids and offers to supply liquidity and seek to earn the spread, while managing…
This introductory article outlines four blockchain themes: Bitcoin’s shared public ledger, Ethereum-style smart contracts, zero-knowledge proofs for privacy, and decentralized services for storage, messaging, and network access. It explains how a distributed…
This article groups recurring trading losses into three market conditions: trading against a strong trend, repeatedly chasing moves in a broad range, and trading through choppy swings. It recommends first identifying the prevailing structure across larger…
The document surveys option buyer and seller risks, then explains dynamic delta hedging as a way to manage directional exposure. It describes how delta changes with the underlying price, time to expiration, and volatility, and illustrates rebalancing a short…
This report overview describes the longstanding use of machine learning and artificial intelligence in quantitative investing. It notes that applications were already present during an early-1990s wave of interest, and that use continued in areas such as…
This guide outlines an event-driven framework for monitoring and trading many Binance spot pairs quoted in a selected base currency. It recommends using the aggregated ticker WebSocket feed instead of repeatedly polling individual pairs, while noting that…
The author warns that rented strategies can display steadily rising live curves while concealing a risk of catastrophic loss. They describe systems resembling martingale or complex hedged, locked-position approaches, and recount a trader who ran several…
This introductory guide explains call and put options, the distinction between in-, at-, and out-of-the-money contracts, and key features of China’s 50ETF options, including contract size, exercise style, settlement, and price limits. It emphasizes that…
The article argues that no single programming language is best for every algorithmic trading system. It recommends starting with system requirements and strategy characteristics, then selecting tools for separate components such as historical research,…
A trader reports that a live ETH/USDT setup returns a ticker whose raw exchange data identifies the symbol as ETCUSDT, with a last price far below the ETH price shown in the Binance app. The example also shows an account response containing a raw information…
The document describes a charting feature that detects technical analysis functions used by a strategy and displays the corresponding indicators after a backtest completes. Supported indicators include moving averages, MACD, KDJ, RSI, ATR, OBV, Bollinger…
The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…
The article describes a way to collect exchange ticker data concurrently while a JavaScript trading strategy runs. A separately compiled Go program acts as a protocol plugin and repeatedly requests market data, stores the latest ticker response, and serves…
This article introduces Monte Carlo methods through random sampling examples, contrasting an approach that can return a promising answer without guaranteeing the optimum with randomized search that keeps trying until it finds a valid solution. It illustrates…
This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…
The note explains four combinations of price direction and trading volume: rising prices with lower or higher volume, and falling prices with lower or higher volume. It frames volume as evidence of trading activity and uses a used-car market analogy to…
This discussion examines how starting portfolio composition can distort a simple account-value profit calculation for a cryptocurrency strategy. It compares two accounts following the same price move: one begins with a bitcoin and no cash, while the other…
This article presents five ways to manage exits from stock positions: set an initial price threshold before entry; raise the stop to break-even after a favorable move; trail it as the price advances; exit when price breaks a trend line or moving average; and…