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682 dokumentų
The document shows a Pine Script strategy that enters long when a short-period RSI crosses below a threshold, then closes when price rises above an exponential moving average or falls to a fixed percentage below the recorded entry price. The author’s…
This essay presents Bernard Baruch’s investment principles, emphasizing independent judgment, company quality, and crowd psychology. It favors businesses with real assets, operational advantages, and capable management, while arguing that management quality…
This essay argues that quantitative, discretionary, short-term, long-term, active, and passive approaches coexist within a market ecosystem. It warns that historical models can fail in unusual conditions, crowded strategies may lose their edge, and…
The article describes an intraday pairs strategy for SPY and IWM, using one-minute bars from April 2007 through February 2014. It aligns timestamps, estimates a rolling regression hedge ratio, forms a price spread, and converts that spread to a z-score. The…
This case study follows a live statistical-arbitrage strategy trading the residual between the EWY Korea ETF and Samsung Electronics and SK Hynix. A rolling log-price regression estimates hedge ratios; the residual is standardized into a z-score, with…
This introduction explains technical analysis as the study of an asset’s price history and chart behavior to inform trading decisions. It presents charts as a visual way to inspect past prices, current direction, movement variability, and signs of market…
The article introduces financial time series as sequential observations modeled as realizations of stochastic processes. It identifies trends, seasonal variation, and serial dependence as recurring features, with volatility clustering and commodity…
The article surveys market-timing signals based on moving averages, Bollinger Bands, volume, order-book depth, and price-cycle highs and lows. Its main proposal combines highs and lows from a longer horizon with those from a shorter horizon to classify…
The author reports that 15-minute bars collected by a live trading bot for a Chinese steel rebar futures contract differ substantially from bars shown by two other market-data sources. They provide a long excerpt of the bot’s OHLCV records, with timestamps,…
The author questions whether FMZ is worthwhile when moving a strategy from backtesting to live trading. They describe having to rewrite or adapt functions because exchange APIs differ, backtested functions may fail in live use, and tasks such as placing…
This annotated educational strategy describes hedging cryptocurrency spot exposure across multiple exchanges. It aims to exploit price differences by buying on the venue with the lower effective price and selling on the venue with the higher effective price,…
A strategy performance report brings together trade records, returns over different periods, graphs, and summary statistics for either historical tests or live trading. The document recommends beginning with total net profit, profit factor, percent…
This document explains how to validate a company’s SEC submissions response before using it in an incremental filing dataset. It distinguishes the recent filings arrays from historical filing shards and recommends preserving the raw response, its hash,…
This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…
This tutorial outlines a mean-reversion approach to calendar spreads in ETC futures. It defines the spread as the weekly contract price minus the quarterly contract price, samples it on a five-minute cycle, and pairs the contracts in a one-to-one ratio. The…
This tutorial explains how to add a second vertical axis to a trading chart when plotting an indicator with a very different scale from market prices. Its example combines candlesticks for a futures instrument with MACD lines. Because the MACD values are…
This article explains a contrarian rebalancing strategy that keeps a Bitcoin position and cash at roughly equal market values. It begins with the broader stock-and-bond allocation idea, then applies it to a BTC account. When the asset values diverge beyond a…
The article distinguishes broker internalization, described as betting directly against a client’s unforwarded order, from market making, where a firm posts two-sided prices and supplies liquidity. It explains that a broker routing a client order to…
This example demonstrates subscribing to Binance USDⓈ-M futures book-ticker streams for multiple symbols over WebSocket. It opens a stream for each listed market, reads the latest messages in a loop, parses each JSON payload, and logs the best bid and ask…
This short forum post reports that OKX simulated API v5 perpetual futures orders were rejected when submitted with fractional quantities such as 0.126. The exchange response indicated that order quantity must be an integer multiple of the instrument’s lot…
This teaching example describes a trend strategy for cryptocurrency futures using two exponential moving averages. It looks for a local peak or trough in both EMA series: matching troughs trigger a long entry, while matching peaks trigger a short entry. A…
The article describes joining the makers by placing a limit order at the current bid to buy or at the offer to sell, then waiting for execution. This can suit an investor without immediate time pressure who seeks a better entry or exit price. The investor…
The document outlines a small public-data pipeline that maps a stock ticker to a Central Index Key, retrieves the company's recent SEC submissions, and filters for 10-K, 10-Q, and 8-K filings. It explains that the submissions endpoint stores recent filing…
This example outlines a multi-instrument commodity futures strategy built on a CTA framework. For each symbol, it reads historical bar records and current position, waits until enough data exists for the slower lookback, then compares fast and slow…