Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Dokumentu skaits: 560
The document outlines a basic workflow for cleaning tick-level market data before using it in strategies, backtests, or statistical analysis. It identifies duplicate records, implausible prices, out-of-order timestamps, and missing price or volume fields as…
This discussion covers a VeighNa CTP test setup that connected to the market-data server but showed no trading-server activity, received no quotes, and left orders in a pending submission state. The initial troubleshooting advice is to verify the broker,…
This annual review summarizes VeighNa’s 2025 development, including its tenth year as an open-source project and the release progression from version 4.0.0 to 4.3.0. It describes vnpy.alpha, a workflow for machine-learning research and trading that covers…
A forum post reports a numerical problem when calculating implied volatility for deep out-of-the-money December put options on a ChiNext ETF. The author says the issue appeared while using an option pricing module for European stock options and processing a…
This event announcement outlines two educational topics: futures and cash-futures spread trading, and machine-learning methods for developing CTA signals. The spread section describes analyzing related contracts through their price difference, looking for…
This discussion addresses a VeighNa strategy-creation error indicating that a local contract symbol lacks an exchange suffix. The response explains that a contract identifier should pair its instrument code with an exchange code, separated by a period. It…
The discussion asks whether VeighNa can detect repeated trading instructions. The proposed check counts orders that share the same buy or sell direction, quantity, and price, with the question distinguishing opening orders, closing orders, and cancellations.…
The discussion concerns a VeighNa setup using the Feima API without a graphical interface. The user reports receiving quotes for China Financial Futures Exchange instruments but not for instruments on other exchanges, despite seeing contract information for…