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Документів: 662
The article proposes a market-neutral strategy for volatile crypto perpetual futures. It ranks contracts using price momentum and funding rates, then holds equal-notional long and short baskets so performance depends on relative strength rather than…
The article develops a market-neutral rotation strategy for volatile perpetual futures. It ranks contracts using a composite of price momentum and funding rates, taking long positions in the strongest names and shorts in the weakest with balanced notional…
The document introduces WorldQuant Alpha101 as a collection of formulaic signals intended to inspire quantitative strategy research. It groups examples into price-based and volume-price factors, with descriptions that associate some formulas with trends,…
This introduction explains lead-lag trading as acting on a price move in one market before a related market has fully adjusted. Examples include using prices on higher-liquidity exchanges as signals for slower venues, monitoring correlated altcoins after…
This essay proposes assigning deterministic trading tasks to explicit rules and reserving AI for decisions that require interpretation of unstructured information. Moving-average signals, position limits, and stop-losses are presented as rule-based tasks,…
The document outlines a high-frequency strategy that treats price movements at several large crypto exchanges as leading signals for a target exchange. It compares synchronized order book mid-prices with their prior values, assigns upward, downward, or…
This tutorial describes a short-term crypto strategy built from replayed tick data and order book depth. It weights each of the 20 bid and ask levels more heavily near the top of the book, computes a bid-to-ask volume ratio, then smooths that ratio across…
This article introduces the modeling questions behind high-frequency maker strategies, focusing on where to place limit orders and how to control inventory. It argues that maker returns in oscillating markets may combine spread capture and exchange rebates,…
The article explains why persistent WebSocket connections can improve market-data handling compared with repeated REST polling, especially when a strategy watches many trading pairs or needs faster updates. It describes a platform template that connects to…
This article presents an experimental reversal strategy that measures the cumulative distance between closing prices and a moving average since the most recent crossing. A large negative area is treated as a possible long setup, while a large positive area…
The article explains how synthetic OHLCV data can supplement historical backtests when a market has limited data or when a researcher wants to probe strategy behavior in unfamiliar conditions. It proposes generating bars with simple randomized price changes…
The document explains a short-term mean-reversion strategy attributed to Larry Connors. It uses a long-term moving average to define the prevailing trend, then treats extreme readings in a two-period RSI as pullback or rebound signals: seek longs after…
The article surveys four cryptocurrency strategies. A funding rate trade pairs a short perpetual futures position with a long spot holding to seek positive funding while hedging directional exposure. The discussion covers negative funding, premium changes,…
The document describes a proposed workflow intended to slow impulsive cryptocurrency trades. Before acting, a trader records the asset, direction, size, and rationale. The system combines that input with current position data, news sentiment, and technical…
The document defines quantitative trading as using computers, mathematics, and statistical methods to build systems that generate buy and sell signals. It outlines the field’s development and describes backtesting, objective decision rules, faster…
This essay argues that traders can undermine their results through gambling-like behavior, uncritical trust in prominent commentators, and decisions driven by intuition without a defined plan. It explains how confident predictions can appear successful…
The document presents a JavaScript implementation of SuperTrend, built from the Average True Range and upper and lower bands around the candle midpoint. It carries forward band values according to prior closes, then labels the active line as upward or…
This article describes a Bitcoin market-making approach that uses current order-book depth to set bid and ask quotes. It sums displayed quantity through the book to chosen depth levels, places quotes just inside those levels, and widens them when the…
The document outlines a maker-style hedge between spot and futures markets for the same asset. It monitors both order books, places a buy on one venue and a sell on the other when the quoted spread meets a target, then checks fills and adjusts the hedge as…
This document proposes a short-term commodity futures approach that estimates active buying and selling from bar data. It classifies volume according to whether the bar price rose or fell, scales that volume by the bar's high-low range, and compares…
This document derives recursive updates for the arithmetic mean and variance, so a process can incorporate each new observation without retaining the full history. It then presents exponentially weighted mean and variance updates, which give recent…
This document describes using a platform-provided service function to expose an HTTP endpoint from a JavaScript strategy, then connecting that endpoint to a generic exchange protocol. Its example wraps selected OKX operations in a reusable strategy template:…
This document explains how an FMZ strategy can use a reusable WebSocket template to receive exchange market data with less delay than repeatedly polling REST endpoints. It describes persistent subscriptions for depth and trade channels, handling updates…
This tutorial ports a simple dynamic balance strategy from JavaScript to Python on the FMZ platform. The strategy compares account cash with the market value of the cryptocurrency holding, calculates half their difference, and places a buy or sell when the…