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This article discusses practical decisions for running systematic strategies live, including how to enter a system initially, define the active futures contract during roll periods, choose markets, manage capital, handle outages or unexpected events, prepare…
This tutorial develops a spot-style cryptocurrency grid strategy by extending a finite set of price levels as the market moves beyond its upper or lower boundary. It tracks the current and previous ticker prices to detect upward and downward crossings. At an…
The article argues that a complete trading system must define entries, exits, and capital allocation. It favors coherent rules and warns against unexplained indicators or assumptions that cannot be justified. Entry and exit decisions should follow a…
The author explains why Bitcoin markets can suit systematic trading, citing continuous access, low entry barriers, active spot and futures markets, and opportunities across platforms. The main lesson is to understand the economic reason a strategy should…
The document introduces excess kurtosis and skewness as statistical measures for classifying market conditions. It proposes treating negative excess kurtosis as a sign of a trending market, then using positive skewness to indicate an upward bias and negative…
The document explains a portfolio construction approach that forecasts stock trading volume and uses the forecasts as a proxy for expected price impact. With trade size held fixed, lower volume implies a higher participation rate and greater expected impact,…
This guide explains how to connect Interactive Brokers’ IB Gateway to the FMZ trading host on macOS. It describes Gateway as a lightweight API bridge between strategy software and IBKR, and contrasts it with Trader Workstation and IBKR Desktop. The host and…
This forum post describes a trader who can open a Binance perpetual futures position but cannot sell to close it. The reported error says the order direction is invalid, even though the poster believes the decimal precision and close-long setting are…
The document describes the cup and handle as both a possible reversal pattern after a decline and a continuation pattern within an existing uptrend. A rounded cup is followed by a pause or pullback called the handle. The proposed long entry occurs when price…
The document explains two ways traders can conceal order size from a public order book. A reserve order is hidden from view, so displayed depth understates the actual quantity at a price. An iceberg order displays only a small portion of a larger order; as…
The document examines a vulnerability in market-making systems that create apparent trading activity through rapid self-trading. It explains that simultaneous or closely timed buy and sell orders may not execute as intended because of network and matching…
This guide explains how to connect a dYdX account to the FMZ quantitative trading platform, with a focus on perpetual contracts, which FMZ identifies as swaps. It lists the API and Stark key credentials required and describes obtaining them after creating an…
The document introduces quantitative trading as the use of computers, mathematics, statistics, and a systematic process to develop signals for buying and selling. It briefly describes the field’s history, including Jules Regnault’s work on price variation,…
This tutorial describes a simple spot arbitrage approach across two cryptocurrency exchanges: buy on the venue with the lower price and sell on the one with the higher price when the spread is large enough to cover trading costs. It explains that the…
This tutorial explains a strategy framework that connects custom signal functions to exchange objects and translates their returned commands into trading actions. Its examples attach a moving-average crossover system to one exchange and a MACD crossover…
The article explains how liquid factor portfolios can approximate some hedge fund returns, potentially offering an accessible, lower cost substitute for investments with limited liquidity, high fees, or high entry barriers. It reviews linear multifactor…
This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…
Using simple fruit-and-money stories, the essay offers an informal account of how land monetization, initial public offerings, asset repricing, and credit creation may relate to China’s property and equity markets. It distinguishes newly monetized land and…
The article lays out a process for finding, screening, and preparing algorithmic trading ideas for backtesting. It begins with personal constraints: temperament, available time, capital, programming ability, and whether the trader needs regular income or can…
The document contains a short example that applies ordinary linear regression to the latest 30 closing prices from a crypto exchange data feed. It assigns each observation a sequential time index, calculates the regression slope and intercept, and evaluates…
This career overview explains the work of quantitative traders and the mix of skills commonly needed to research and automate trading strategies. Quants analyze market data, develop models, test ideas, and implement trades using computer programs. The…
This programming-language overview introduces JavaScript’s background and core syntax, then explains the difference between statements and expressions, variable assignment, identifiers, comments, and semicolons. It describes primitive values and objects,…
This translated reference explains NumPy’s matrix subclass and how its behavior differs from the general ndarray type. It describes matrix construction from strings, nested sequences, and arrays, along with helper functions for creating or combining…
The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…